The following story is in script format:
Scene 1:
Homer:
    Hello, my name is Mr. Burns.  I believe you have a letter for me.
Mailman:
    Okay, Mr. Burns, what's your first name?
Homer:
    I don't know...
Cops:
    Get 'im!
Scene 2:
Chief Wiggum:
    So, what is it this time, Mr. Simpson?
Homer:
    I'm not Mr. Simpson, I'm Mr. Burns.
Wiggum:
    Mr. Burns?  Oh, sorry, we wanted to arrest Mr. Simpson for
    impersonating Mr. Burns.  You can go, Mr. Burns.
Homer:
    .... Oh!  Right!  That's me!  Bye!  (Leaves)
Scene 3:
Mr. Burns:
    Hello.  I believe you have a package for me?
Mailman:
    Okay, what's your name?
Mr. Burns:
    Montgomery Burns.
Cops:
    (come up from behind desk)
    We won't fall for that again!  Get 'im!
Scene 4:
Mr. Burns:
    Help!  What are you doing?
Chief Wiggum:
    We're on to you, Simpson.  The real Montgomery Burns was killed in a
    car accident 2 days ago.
Homer:
    I don't believe it!  He couldn't have been.  I just spoke to him on
    my cell phone 5 minutes ago -- er ----
Chief Wiggum:
    That was not Burns you talked with -- it was his twin brother (the
    other Mr. Burns).
Mr. Burns:
    No -- it was my brother who was killed.
Chief W:
    OK, whatever you say.  Goodbye for now.