That might be a bit hyperbolic. It is a really good one but the adventure park one is the best episode based on how funny it is. And the little Nazis one is probably better in terms of content. But it is a really good single episode that I recommend to people that is eye opening.
I remember hearing a story like twenty years ago about a person that figured out that serial number were disclosing payouts. They would buy a bunch, find the winners, scratch them, then return the losers for their money back. I think I heard about it on a planet money or this American life ages and ages ago.