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How did Futurama have so many celebrity guest appearances?
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Celebrities, oddly enough, typically enjoy attention and the best way to get that is relevance maintained by frequent appearances. Many popular shows (even up-and-coming ones) have cameos from otherwise unrelated actors.
To add to this, famous actors are media consumers themselves. They may choose to go on a show because they're fans of the show and/or the cameo sounds like a fun time. Futurama cameos are particularly fascinating, because they allow actors to play themselves in a very surreal context, and if celebrities have a friend who tells them that the behind-the-scenes atmosphere is a lot of fun, that can be enough.
Just as an example, if you're not aware, Danny DeVito produced, directed, and starred in Matilda pretty much because he wanted to adapt a book his daughters liked.
A fun example is Johnny Depp in Tusk. Dude accepted a nominal fee because he craved the ability to act in goofy, low budget, off-kilter productions again. His agent was mad.
Didn't he like help get their movie into production or something? I seem to recall that he was a huge fan, and really used his influence to help them before it became the sensation that it became..
George Clooney and South Park are a good example of this as well.
Also voice work is an easy gig for actors. No need to spend hours in makeup or costume, don't need to wait around for lighting and whatnot. You can just show up, play around with other actors and then go home again.
With 1/6th gravity, you can work and be lazy at the same time. It's like being a voice actor!