Umbriel was a mermaid who appeared in "The Deep South" as one of the mermaids living in the lost city of Atlanta. She had an affair with Fry, until Fry learned how Mermaid Sex worked, then he ditched her for the surface.
Trivia
Umbriel is clearly based of of Ariel from "The Little Mermaid" series from Disney (this is also implied when she has an affair with Fry when Aerial has an affair with someone from the surface, too.)