During the police academy graduation, the graduates throw their light batons all over the place. Doctor Zoidberg is hit by one and as a result his shell along with his clothes completely shatter, leaving him naked and covered in mucus. Clothes are made of fabric and cannot be cracked open like an egg. In Zoidberg's case they did crack.
Fry stated that he's been a delivery boy for 1,000 years without promotion, although in the episode "How Hermes Requisitioned His Groove Back", Fry was promoted to Executive Delivery Boy by Morgan Proctor after she replaced Hermes temporarily.
Pickles tried to shoot Fry after revealing himself, but as Pickles could still predict, why didn't he know that Fry had his vest on?