"Lisa's Sax" is the third episode of Season 9 (originally going to be in Season 7 in production order as produced in 1996).
When Lisa's saxophone is destroyed during a scuffle with Bart, the family recounts the story of how she got her instrument during the terrible heat wave of 1990, and replace it with a new one at the end. Meanwhile, Bart has a rough time after the first day of school (thanks to that uncaring teacher) but ends up becoming a school prankster.
Homer and Marge play the piano and sing a song of their past days. Shortly after, we hear a clap from an unseen audience. While Homer and Bart watch a TV movie called The Krusty the Klown Story: Booze, Drugs, Guns, Lies, Blackmail and Laughter, their laughs get interrupted by the noise played on Lisa's saxophone from her bedroom. Homer asks her to stop to which Lisa responds that she has to have an hour of practice everyday. Bart enters Lisa's bedroom and tries to grab the saxophone from her. Because of the struggle, Bart inadvertently tosses the saxophone out the window. It lands in the middle of the street and is driven over by a car, a truck driven by Hans Moleman, jumped on by Nelson and run over by a man on a tricycle.
In a period of mourning, Lisa reveals that she cannot remember receiving her saxophone, so Homer recounts the instrument's origins. He says that in 1990, after Bart's very first day at school, he felt very depressed by a threat from Jimbo, Groundskeeper Willie, and others. Then Homer and Marge, again, play the piano and sing how things went better after that. Lisa comments that it has been a good story but complains that it has nothing to do with the origins of the saxophone. Then Marge tells the right story. It starts with Bart having experiences at school, and how his initial enthusiasm was crushed by an uncaring teacher, who offended him because of his failure to recite the alphabet, eventually turning Bart into the troublemaker he is today. He drew a violent sketch of his feelings and Marge became worried that something was truly wrong with him. It was during discussions of Bart's future that the school psychologist realized the young Lisa completed a complicated puzzle of the Taj Mahal and said her age was three years and three-eighths. The psychologist told Homer and Marge that they needed to nurture her gifted spirit. They tried to send Lisa to a private school, to which 75% of its students immediately got promoted to Grade One. However, the tuition fee cost $6000. Realizing that it could have improved her intelligence, they had no choice but to try something else.
A terrible heat wave hit Springfield and Homer felt hot while watching television. Marge said that they saved $200. Homer insisted on spending the money on an air conditioner as their stopgap solution (Snowball 1 fanning some ice) was getting cranky. Marge asked him to nurture her gifted abilities and thus, he was not helping Lisa one bit. Back at school, while his will-be-friend Milhouse was drinking soy milk, Bart made a funny gesture, making Milhouse spit the milk and finding him funny. He embarrassed Principal Skinner in front of the whole kindergarten, also making them all laugh. Meanwhile, Homer sacrificed his air conditioner to Lisa's first saxophone, which both valued $200 each. The music store manager asked Homer for an inscription on the saxophone, which Homer accepted. He said that the inscription will be "Never forget that you daddy loves---". But he accidentally dropped the sax prompting him to say "D'oh!". The entire thing that he mentioned including the "D'oh!" is included on the now crushed saxophone. Homer complains that the house has no air conditioner for many years, but decides to buy another saxophone for Lisa, again. This one says "May your new saxophone bring you many years of D'oh!". Following the purchase of the new saxophone, another heat wave hits Springfield. When the heat wave hits Springfield, she plays a song called "Baker Street" and then, after the song Marge tells Homer "You're a good father." and Homer said "I learn from the master." Then the camera points at Grampa, and he says "Where's Maggie?" twice and exclaims he isn't being silly and that he really cannot see her. Then Apu says while laughing, "He's as blind as a bat."
The end credits feature a saxophone version of the theme song.