Dib, Gaz and Membrane via floating screen
take a trip to 'the great outdoors', Point Pleasant Indiana. Dib pitches the idea to his dad as a way to get Gaz out of the house, which she hates Dib for. Dib's real, selfish reason is to investigate Mothman.
Zim catches wind of this, thinking Dib is attempting to recruit this mothman on his side to defeat Zim, so Zim takes Gir with him to Indiana.
Dib and Zim bump into each other in the woods at night both due to their investigations which leads them into a clearing in the forest where a group of townies are attending a cult meeting about the Mothman. They're very polite and tell the two that Mothman isn't real, that it's just a story that was made up by the town to garner popularity. But that's when Mothman crashes the cult meeting and hilarity ensues.
And by hilarity, I mean a horrific chase through the forest with Mothman at Zim and Dib's heels.