This article is from the of the muppets FAQ, by Craig Silverstein with numerous contributions by others.
The first link, Bill Sherman's muppography, is quite large and wonderful but is not updated frequently. Luckily (perhaps) neither are the albums, CDs, CD-ROMS, videos, books, etc. The Henson store (actually run by Amazon), has some Muppet- and Henson-related products for sale.
VIDEO: The best is Bill's muppography!
A note on availability: The first three Muppet movies, including _Muppets Take Manhattan_, have been re-released. They should be available, for instance, through Amazon. Other Muppet movies, and some "Muppet Show" compilations, are also available. The Playhouse Video compilations, such as "Gonzo Presents Muppet Weird Stuff," are no longer being produced. Neither are "Dinosaurs" episodes or "Dog City" episodes. On the other hand, the world is currently swamped with "Sesame Street" videos.
Time-Life has released a colleciton of Muppet Show episodes on VHS and DVD. The DVD versions are pretty good; for details check out http://groups.google.com/groups?selm=smcguire-34D633.13193623092001%40enews.newsguy.com
To buy, you can call 1 (800) 950-7887 or visit http://www.timelife.com/is-bin/INTERSHOP.enfinity/eCS/Store/en/-/USD/BrowseCatalog-Volumes;%24sid%24PWhaYD1igmDIs92j7GFf_2jZJ-zHE5xv?ProductSKU=MSBXX&Origin=MSBXX&CollectionId=MSBXX&CategoryName=22
At checkout, try coupon code TLMP4 or AMEXDS to get a discount on your order.
There are also videos available in other countries (see, eg, http://www.redismoitout.net/sommaire2.html for French).
ALBUMS: Bill's muppography has a list of albums.
The Muppets are currently "between" record companies -- they dropped Jim Henson Records/BMG Kidz, and rumor has it they are working on starting a new label, possibly this year. Right now only relatively recent albums are in print: "Kermit Unpigged," _Muppet Treasure Island_, "Bear in the Big Blue House," _Muppets from Space_. "Sesame Street" albums are a dime a dozen.
BOOKS: Bill's muppography has a huge list of books.
Books we think are particularly neat: o _Of Muppets and Men_ by Christopher Finch o _Jim Henson: The Works_ by Christopher Finch o _Sesame Street: Unpaved_ by David Borgenicht _Of Muppets and Men_ is very hard to find, and bidding for it has exceeded $100. The other books are still in print and can be ordered, say, from Amazon books (http://www.amazon.com/).
I've also heard good things about _Designs and Doodles_, by Alison Inches.