Mr. Chunks

Mr. Chunks the Two-Headed Goat is part of an alien species and a new character appearing in season 6. It's still unknown whether it's going to be a recurring character or not, but this is unlikely, as Mr. Chunks died in its debut episode.

Trivia

 * Polycephaly is an actual condition on humans, but it's more commonly noted on other animals. Multi-headed animals are often depicted in mythology as supernatural and mystical. This is possibly why most people don't believe in their existence.
 * Fry refers to Mr. Chunks as a puke-me-poop-you, possibly its species name, but in any event, a play on the two-headed creature, the pushmi-pullyu, from the classic children’s series Dr. Dolittle.