I didn't catch it on TV, but it's been out for awhile. Probably my favorite of the direct-to-DVD Futurama movies. Definetally worth catching. Knowing the history of Futurama will help a lot, but is probably not required.
They may be winding down the show finally (and it's been four video movies, by now).
I got the distinct impression from the way the fourth movie ended that the writer/director/whoever is in charge doesn't plan for there to be any more. Sad, but inevitable.
I hadn't seen any of the other Futurama "movies" except for Bender's Game, and it felt like episodes smashed together. I liked the first thirty minutes where Bender gets into the game, but after that, it was their usual "hold on for dear life as this story is gonna get craaazzzyyy!"Also, I would like to add that Bender's Game actually seems like a full movie. This is in contrast to, for example, Beast with a Billion Backs, which seemed a lot more like a really long episode.