Jhonen Vasquez, the twenty-something creator of Invader Zim, was apparently going to use an image in the show of the loveable GIR with blood apparently sprayed on him. Well, Nickelodeon didn't like this very much, so they told him to take it out and refused to use it, although the image itself had already been drawn. So instead, out of spite, Jhonen hid the image in single frames throughout many of the episodes, starting with "Bad, Bad Rubber Piggy."
Just about every episode afterwards contains the image in a single frame. You need a frame by frame VCR/DVD and very good eyes to find the Bloody GIRs, as they're well hidden and transparent. The first one found was in "Bad, Bad Rubber Piggy", after Zim throws the piggy into the porthole, Dib throws a punch at Zim while he's in his mech uniform. Next you see the piggy swirling through the porthole, and right after the piggy disappears, you can see a bloody GIR in the flash that occurs.
I recommend that right when you see the piggy swirling through the porthole (Remember: AFTER Dib throws the punch! It's a mistake that some people think it's when Zim first throws the piggy—it is NOT), hit "pause" on your DVD/VCR, and then go frame by frame slowly and carefully until you see the Bloody GIR. You should be able to see GIR's head with some pretty graphic blood on it, and the red "Duty Mode" eyes.