Vignette Episode

An episode in a normal series that is composed of two or more vignettes. Most times they are unrelated, or only held together by a Framing Device or a common theme. Happens when a writer wants to try Something Completely Different.

Note that this only counts for shows that normally have a single, cohesive plot. For example, The Bugs Bunny and Tweety Show doesn't count, because all the episodes are a series of shorts.

A literary approximation happens when a book series whose novels generally have only one story release an anthology of short stories about the series universe.

Contrast Three Shorts, Two Shorts and Animated Anthology. Compare Anthology Film.

Examples of Vignette Episode include:

Comics

In the 80-Page Giant Special comic of Young Justice, the team fights an evil genie who sends them into different genres (Film Noir, Western, Anime, Silent Film Horror, etc.). It's half Trapped in TV Land, half Vignette episode, since every genre gets its own distinct story.

Literature

The Myth Adventures book M.Y.T.H. Inc. Link would qualify for that.
There's a good lit example: Borders of Infinity, from the Vorkosigan Saga, was a collection of three short stories ("Mountains of Mourning", "Labyrinth" and "Borders of Infinity") with a framing device about the main character being in extended surgery, and solving a case thereof. The individual stories have been reprinted in other, later omnibuses of the series; the original whole book has not, and is blastedly hard to find...
The Star Trek: Deep Space Nine EU had a book called "The Lives of Dax", focusing on the Dax symbiotes former hosts.
Neil Gaiman's The Sandman: Book of Dreams comprises several short stories by other authors inspired by The Sandman, and Endless Nights, seven short stories about each of The Endless, written by Gaiman.

Live Action TV

This happened in at least one episode of Frasier: "Three Valentines", which shows a different story set on Valentines Day in each of the episode's three acts — the first an almost completely silent skit with Niles preparing for a date, the second having Frasier trying figure out how to respond to a woman giving him mixed signals, and the last with Martin and Daphne having an inane argument in a restaurant.
In the pilot for Modern Family, it seems as if three separate stories are being told, until the big reveal at the end.
How I Met Your Mother does this a lot.
The My Name Is Earl episode "Creative Writing". Randy, Joy, Darnell, and Catalina all write stories that are shown, respectively, as Stylistic Suck, an animated morality tale (using Family-Unfriendly Violence), an R&B music video, and a telenovela.

Western Animation

The Simpsons has some episodes that might qualify— most obviously the "Treehouse of Horrors" Halloween episodes, but also "22 Short Films about Springfield", the "Run Lola Run" episode and "The Simpsons Spin-Off Showcase".
Futurama has its two Anthology of Interest episodes, which feature Fry, Bender and Leela suggesting plots to a machine that can create a simulation of anything asked of it.
- Season 6's "The Futurama Holiday Spectacular" and "Reincarnation" also count.
The Avatar: The Last Airbender episode "Tales of Ba Sing Se", a Day in the Life Breather Episode showing the main characters wandering around the city.
The Batman: The Animated Series episode "Holiday Knights", which had three vignettes about the Bat-family dealing with holiday crime.
- Also "Almost Got 'Em," where each villain tells a story about how he or she almost defeated Batman. A bit more Framing Device heavy than other examples, but it's still a series of vignettes.
- And again in "Tales of the Dark Knight," with the three kids telling stories about how they perceive Batman; as they tell their stories, the animation shifts to better suit the story they're telling.
Family Guy had this in its "Viewer Mail" and "Stephen King" episodes.
The "Halloween Special Vignette" idea was also done by Recess.
The Teletubbies had vignette segments rather than a vignette episode.
My Little Pony Friendship Is Magic has "The Cutie Mark Chronicles," which has a story for how each of the mane cast got their cutie marks.
The 1967 Pink Panther cartoon Pink Outs is a series of 12 quick unrelated vignettes.
Batman the Brave And The Bold: Every episode has a vignette in the form of an unrelated teaser sequence before the main plot, but there are also at least two special vignette episodes: "Bat-Mite Presents: Batman's Strangest Cases!" and "Four Star Spectacular!"
One episode of DuckTales (1987) featured two short stories in one episode.