This article is from the of the muppets FAQ, by Craig Silverstein with numerous contributions by others.
1416 North La Brea Avenue Hollywood, CA 90028
The original New York office is (or was, since the building was put up for sale in Dec 2003) at
117 E. 69th Street New York, NY 10021
Note that this is an office building and is not open for tours.
The Creature Shop is in London:
30 Oval Road Camden, London NW1 7DE
If you want to email them, try the following address:
The Jim Henson Company was formerly known as Jim Henson Productions, and, before that, Henson Associates! Through the 1970's, the company was called Muppets, Inc.