This article is from the NYPD Blue FAQ, by Dave Chapman, Alan Sepinwall and Jeff Knapp with numerous contributions by others.
Every episodic television script has its own title, but only
a few shows actually show those titles on-screen ("ER," to
name just one). However, there are a number of other sources
for fans who want to know what each episode is called.
Some newspapers do print the episode titles in their TV
listings, but a more reliable source is going on-line, either
to ABC's official site (http://www.abc.com) or any of the
numerous WWW TV listing sites (like, for instance,
http://www.gist.com). Also, the NYPD Blue episode guide, at
http://www.xnet.com/~djk/ NYPDBlue_1.shtml has the titles of
every single episode.