This article is from the of the muppets FAQ, by Craig Silverstein with numerous contributions by others.
There are various sites throughout the web with wav or mp3 clips of the Muppets, but for copyright reasons, we only include information about sounds on official sites. The first site has sounds of several Muppet characters as well as a few songs. The second site is more clip-oriented, but has a wider range as well as videos. Unfortunately, you have to poke around the site a bit to find them all.