CHRISTOPHER: So …. last night.
LORELAI: Ah, last night was Chernobyl and the Hindenburg combined.
CHRISTOPHER: Right, just checking.
Chernobyl was a city in the Ukraine which is now a ghost town. It is infamous as the site of the Chernobyl Disaster when a reactor exploded at the nuclear power plant; it is the worst nuclear disaster in history. The city was evacuated on April 27 1986, and the area around it is now restricted. (Weirdly enough, some people still choose to live there, and since 2004 it has become something of a tourist site).
The LZ 129 Hindenburg [pictured] was a German airship operated by the German Zeppelin Airline Company. First launched in March 1936, it was destroyed by fire on May 6 1937 while attempting to land at Lakehurst Naval Air Station in New Jersey at the end of its first transatlantic American flight. Known as the Hindenburg Disaster, it was the last of the great airship disasters, with 36 lives lost, and effectively spelled the end of airships as a form of transportation.
By his manner, Christopher seems to want to know how Lorelai felt about them having sex the previous evening, but her reactions makes it clear she considers the entire night a disaster of epic proportions. He seems subdued and disappointed in his response.