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Several Muppets from The Jim Henson Hour made a guest appearance on an episode of The Cosby Show entitled "Cliff's Nightmare," which aired on Jan. 11, 1990.
After Cliff eats a sandwich that disagrees with him, he experiences many bizzare things, such as the food in the refrigerator literally talking back to him, Leon trying to con Cliff into buying a "hall pass" at his own hospital, and Digit trying to operate on him!
In addition to the JHH characters, Gonzo, Sweetums and Statler both appear in the episode, and several obscure Muppet monsters make possibly their last appearance here, including Doglion and Luncheon Counter Monster.
Since Raven-Symone appears in this episode, though she had been off of the show for a year by this point, it's theorized that the episode was actually filmed during The Cosby Show's fifth season (1988-89) to promote The Jim Henson Hour. When JHH was canceled, this episode was shelved until the following year.
Because Jim Henson himself was too busy with The Jim Henson Hour to perform in this episode, Cosby plays a dual role as an old man who makes wisecracks with Statler in the balcony. The absence of Waldorf gave rise to the still commonly-believed rumor that Jim was dead when this episode was filmed, though in fact the episode was likely filmed a year beforehand, and aired four months before Jim's passing.