The Simpsons Season 21 Episode 8 - O Brother, Where Bart Thou?

One snowy day in Springfield, Lisa (Yeardley Smith) informs Bart (Nancy Cartwright) that she and Maggie share a bond that Bart will never understand because he doesn’t have a brother, so Bart asks Homer (Dan Castellaneta) for a baby brother. When Homer denies Bart’s request, Bart makes his way to the Springfield Orphanage to find what he thinks he’s missing.
http://simpsons.wikia.com/wiki/Rednecks_and_Broomsticks