From Muppet Wiki

A project conceived in 1964 by Jon Stone and Tom Whedon. The two writers were familiar with the Muppets from their appearances on The Ed Sullivan Show, and wrote the pilot with Jim Henson's creations in mind. Shot in October of 1965 for ABC, the pilot was to have been the first in a serial of episodes with cliffhangers, each telling a part of the familiar Cinderella story. The network did not pick it up for a scheduled run, and the pilot never aired.

This particular project may be seen as "unfinished" since it was the pilot episode to a series of stories that were never realized as they were originally intended. The concept, however, would go on as a successful television special, Hey Cinderella in 1970, which spawned a short series of "Tales from Muppetland" specials.

The Henson Company and ABC have lost this pilot and are actively trying to find it.