Cookie Monster goes on a picnic, with a basket full of cookies. A bug flies by, and tries to get into the basket, buzzing furiously. Cookie Monster tries to give the bug a little cookie if it'll go away. The bug refuses, buzzing even more strenuously. Cookie tries a big cookie, but it still refuses. Cookie offers an almond cookie, a raisin cookie, a pistachio nut cookie, and a crunchy granola cookie. He realizes that the little bug doesn't like cookies. All he has left is a letter Z. The bug is excited, and buzzes off with the Z.
An Anything Muppet boy and girl have a conversation, just using the letters of the alphabet.