This article is from the of the muppets FAQ, by Craig Silverstein with numerous contributions by others.
If you're in New York City or Los Angeles, The Museum(s) of Television and Radio have a huge collection of Muppet programs for viewing. These includes rare Muppet clips that, no matter how big a Muppet fan you are, you've never seen before! The NY address is 25 West 52nd St, New York, 10019, and the phone number is (212) 621-6600. The LA address is 465 North Beverly Drive, Beverly Hills, 90210, and the phone number there is (310) 786-1000. (Thanks to Danny Horn and Rodney Elin for this info.)
On the web, Muppet Central, maintained by Phillip Chapman, has chat forums and messages boards, original articles about the Muppets, Muppet news and current events, and more. It is at http://www.muppetcentral.com/