I haven't saw reruns of Green Acres since I was a kid, but I remember on one episode Arnold the pig knocks on the door, Lisa answers it and Arnold has brought over his piano. When Lisa and Oliver are in another room they can hear Arnold playing it. Does anyone know what episode this is?

That was the episode "Jealousy". It's one of those in the last season that has that little girl from the city "Lori Baker" in it.