From Muppet Wiki

Cowboy Time is a Western-themed sketch on episode 101 of The Muppet Show in which Fozzie Bear tries to hold up a saloon, armed with guns that are loaded pickles and an apple hand grenade, before being foiled by his own incompetence.

The sketch was narrated by Rowlf the Dog and featured several Whatnots and some monsters, including Miss Kitty.