I recently noticed that Futurama has a comic book series. I was wondering if the Futurama comics are events that really happened in the Futurama universe or are they fake events simulated similar to the What If Machine?
The comic somewhat continues the series itself.
Futurama Comics is a comic book series published by Bongo Comics and based on the television series Futurama. During the production hiatus between 2003 and 2006 it was the only new Futurama material being made.
Bongo Comics Group is a comic book publishing company founded in 1993 by Steve and Cindy Vance, Bill Morrison, and Simpsons and Futurama creator Matt Groening. It publishes comics related to the animated television series The Simpsons, Futurama and SpongeBob SquarePants; along with original material.
The comic expands on the series a bit, with more support for other minor characters. It has about 30 pages and tells one story, like one episode in the series. It follows the basic series humor, like the captions before the title of the comic book (Issue 3: NEW VERSION 3.0! Issue 6: PRINTED IN MINT CONDITION! Issue 24: WHAT IF YOU BOUGHT THIS COMIC?). I have also heard that the captions are different for the same issue, probably different printing versions for global shipment.
If you are referring to the episode Anthology of Interest I where the What-If Machine is first revealed, it continues in the comic book, issue Anthology of Interest II with different events. It also gets involved with Bender on an occasion (I will not spoil the comic book here), which happens before the aforementioned issue.
The TV show itself doesn't really put much store in continuity, so I don't really think you can hope for any more from the comic books.
The Futurama comics are written by 'Bongo Comics Group', which was founded by Steve and Cindy Vance, Bill Morrison and Matt Groening. Being the creator of the TV series, if Groening was also the creator of the comics, I think this would give them more evidence to be canon.
But that's not the end of it.
This from The Infoshere
The Canon of Futurama is what is accepted by its fans to be "truth" in its universe. This article does not describe what is, but merely what fans think is canon.
Also some evidence in the stories against.
Some details that have yet to be provided by episodes can be loosely considered canon, however due to there being an Xmas comic set in the same year as an Xmas episode and a number of fourth wall breaks, the plots are generally considered non-canon.
My opinion: I would say Futurama Comics are canon. Even if the comics have a mixed up story, the episodes themselves aren't all inline and making complete sense.