Pappa Pia!

Pappa Pia! is a stage musical and a sequel to 

History
It was being shown on Broadway when the Simpsons were in New York City.

Behind the Laughter

 * The musical's title is a pun on Mamma Mia!
 * The marquee advertising the musical reads "The story continues, because ABBA has more songs":
 * This indicates that Pappa Pia! is a sequel to Mamma Mia!
 * The signage is a reference to ABBA's music being prominently featured in the Mamma Mia! soundtrack.