There is one episode where Homer complains about how rich all the people listed in the closing credits (save for one) are. When the Gracie film logo comes up, Homer says, "Don't 'SSSHHH' me, you rich bastard!"
Many of the episodes include in-jokes during the credits, the Halloween specials change the cast and crews names to sound more morbid (E.g. Grave-Yeardly Smith). Sometimes the end credits theme is variated into something more thematic to the episode or spoofing a famous TV show or movie theme. The Gracie Films logo may have it's music changed to match the episode's theme, and a character may be saying something comical during the end credits.
In the musical episode where (the cheesy clip show), Snake does a voiceover at the end of the credits where he shoots his gun every time the music starts to play not liking it. He even shoots the Gracie film logo saying "You too Gracie film dude... Yaaa!"
The annual Halloween specials are generally the only Simpsons shows to actually display the episode title on screen. The opening credits for these specials are usually altered or completely substituted with something else in keeping with the theme.
Aspects of the opening credits are usually changed with each episode. Elements changed include the blackboard message Bart writes, the sax solo played by Lisa, and most notably the sequence right after Homer gets chased through the garage. Not all of these variations have been included in syndicated versions of the episodes.
On the Halloween specials starting with II and with the exception of VI, the theme is played on an organ. When the Gracie Films logo appears, the "Shh!" Is replaced by a sound bite of a woman screaming and the accompanying jingle is played on a pipe organ.
In the episode "The Old Man and the Key" the closing credits are a parody of the ending of The Beverly Hillbillies (1962), with the Simpsons standing in front of a doorway waving at the audience, while banjo music plays. When the Gracie Films logo appears, Lisa is heard saying, in a hillbilly accent, "This has been a Gracie Films Presentation, y'all".