I remember watching an episode of Frasier when I was younger and Roz pretends to be someone calling Frasier and he gives her some phony advice, knowing it is her. Then the next day, someone phones up with a really sad story and Frasier is just like "wow Roz this one sounds completely real" and Roz is trying to tell him its not her and sort of crying on the other side of the glass. :lol: I don't think I just imagined this episode tho I may have (it wouldn't surprise me :p ) But I was sure there had been an episode like this.

"Frasier Has Spokane" might be the one you are thinking about.