Morocco is a country in the continent of Africa. The Capital City is Rabat.
After Mr. Burns was forcibly removed from power by Homer Simpson, he and Smithers went to Marrakesh, Morocco. Mr. Burns considered giving back to society, but he intended to have a lot of Opium first, asking Smithers to get some, although Smithers was reluctant to do so. Smithers then asks a vendor where to find drugs, who then reveals that most of his products were made out of drugs, including the Monkey, although he needs American money to pay for it as their own currency "was made of drugs." Smithers eventually was arrested for a drug bust and sentenced to do time at a Turkish prison for 80 years, although he ended up being oddly happy to be taken there.
The Simpsons go to Morocco when they get the Monkey Paw. Homer also ended up confusing Morocco with Monaco (the country where the late Princess Grace lived in). When they attempted to leave the country, Homer ended up getting busted by flight security for attempting to smuggle souvenirs out of the country and ended up having to pay a two American dollar fine as his punishment, despite being held up by security.
Morocco only appeared twice, it first appeared in Treehouse of Horror II, and made a reappearance in C.E. D'oh. Due to all Treehouse of Horror episodes being noncanon, the Simpsons most probably never actually went to the country. Mr. Burns, however, did visit the country after being ousted by Homer Simpson.
Homer being stopped by airport security for attempting to smuggle souvenirs on their plane trip back to America as well as Smithers' arrest and sentencing to a Turkish prison for 80 years are both references to the Midnight Express, where the main character was arrested for being caught smuggling marijuana and is given a lengthy sentence in prison. In addition, the main character also went into a homosexual relationship with his prison mate, which also explains why Smithers was oddly ecstatic to being sentenced there in the latter reference, a further hint at Smither's homosexual leaning.