The Muppets Go to the Movies (1981)
I'm sure I watched this as a kid, but I recently became aware of this one-hour Muppet Show that's a TV promotion for The Great Muppet Caper, and
it's on YouTube. I was mostly watching to see movie references I wouldn't have gotten as a kid. The sketches cover more genres - Western, Roman Epic, Horror - than specific movies. (The Wizard of Oz is a major exception.) The promo clips for Caper are surprisingly brief, and there are only three of them. (Today, these clips would be at least a third of the show.) It's pleasant, but not the peak Muppets I was hoping for considering this is from the core creative team.
As for movie references, the one I'm sure I didn't understand as a child was a take on Ingmar Bergman starring Swedish Chef and featuring Beaker as Death. It's interrupted by Kermit and Fozie doing a Stan & Ollie type routine in Muppet Swedish. I also liked the Muppet versions of different studio logos.