The Evil Wizard is an evil warlock who destroyed Zagtar, the defender of space. When Amy Kroker suggests the Planet Express crew summon Zagtar, Hermes Conrad reminds her of the Evil Wizard having destroyed him. Leela states that the devil used to be her brother Prince Hiroshi.
Whether the Evil Wizard is a canon or non-canon character is not known, and will depend on the style of the "Reincarnation" episode.