If we really wanted to make it difficult, we could use stills from the newer episodes. I feel like most of us either haven't seen all of them or haven't seen them enough to know where they'd be from.
Damn, I think this is the first one (that I’ve seen) that I haven’t been able to guess and find a quote for.
My first guess was Leela and the Genestalk, which from the other comments seems incorrect.
Second was beast with a billion backs but I don’t think yivo actually leaves many suction marks mostly just “Yivo touched me in a bad place, my spinal cord!”
From the hint in the comments that they were indeed tentacle marks, I thought maybe it was a head in the polls where Fry activates the thought activated “magic tentacles” of the hotel bed, but I don’t think those leave marks and fry is wearing black in that scene not his red jacket.
The only other one I could think of was Farewell to Arms in which leela gets covered in tentacle marks from the monster in the puddle but if I recall correctly in the next scene fry is only wearing his underwear, no red jacket.
I have been beaten but as a wise old polygamist once said: “You can crush me but you can never crush my spirit! … Ahh my spirit!”