This article is from the of the muppets FAQ, by Craig Silverstein with numerous contributions by others.
http://www-cs-students.stanford.edu/~csilvers/muppet-characters.html http://www.kermitage.com/html/characterindex/tms/index.html http://www.angelfire.com/super2/sesameak/
This first site has lists: Muppets from "The Muppet Show" and "Muppets Tonight!" and Muppets and humans from "Sesame Street" (both the U.S. and some non-U.S. versions). Compiled by Charles Evans, Bob Pedersen, Rueven William Goren, Jogchem Jalink, and others.
The second site has an amazingly detailed list of the Muppets seen on the Muppet Show, and the third has the same for Sesame Street. Do you know who Abe and Bernie are? What episode featured Astoria? The name of Telly's sister? Me either.
Answers to some particularly frequent ID requests:
o The guy who throws fish: Lew Zealand
o The guy who blows things up: Crazy Harry
o The scary-looking blue monster: Uncle Deadly
o The piano-playing dog: Rowlf
o The guy who hits his head on the piano on SS: Don Music
o The yip-yip aliens: Bob and Joe Martian