From Muppet Wiki

Instances when characters decide to dress up as animals (even if they are an animal to begin with)

Picture	Impersonator and Animal	Production	Notes
	Baby Bear as a mer-bear	Sesame Street	Seen on an episode of Sesame Street and the "Water" episode of Elmo's World, with Telly re-imagined as a fish.
	Baby Bear as a monkey	Sesame Street episode 3853	Baby Bear helps Elmo bring the zoo to Maria.
	Baby Bear as a Honker	Sesame Street episode 4028	Elmo and Baby Bear cavort as species indigenous to Sesame Street.
	Baby Bear and Telly Monster as dogs	Sesame Street episode 4137	Baby Bear and Telly dress as dogs to try and lure the word "dog" back into their book.
	Croquette as a unicorn	Fraggle Rock (French version)	Doc straps a horn on Croquette, to pose for Madame Pontaven's crest.
	A banana as a tiger	Sesame Street	A banana being asked to play the part of a tiger in a movie agency sketch.
	Barkley as a cow	Sesame Street Episode 2367	As an experiment, Dr. Nobel Price places horns and a cowbell on Barkley, to see if he'll moo.
	Bert as a caterpillar	Sesame Street Butterfly Pageant	Bert dresses up as a caterpillar for the pageant.
	Big Bird as "Big Fish"	Sesame Street episode 3161	Wolfgang the Seal chases fish explorer Wanda Cousteau all over the Street. Big Bird pretends to be Wanda's huge friend, Big Fish, to scare Wolfgang into leaving Wanda alone.
	Bunsen, Beaker and penguins as bunnies	Muppetisms	Bunsen and Beaker test a theory about bunnies.
	Buster the Horse as a zebra	Learning About Letters	Buster in stripes to demonstrate the letter Z.
	a cat as a dog	The Jim Henson Hour episode 104	A stunt-cat dresses as a dog in a behind-the-scenes feature for Dog City, failing to prove that the "thing" between cats and dogs is just a myth.
	a chicken as the Dormouse	The Muppet Show episode 506	An ordinary chicken with buckteeth, ears, and whisker playing the Alice in Wonderland Dormouse.
	Cookie Monster as the Cookie Bunny	Sesame Street	Cookie Monster wearing long blue ears, small nose, whiskers, and buck teeth, until they fall out of his mouth as he "hides" his colorful cookies.
	a dancer as a lion	The Fantastic Miss Piggy Show	During the "Calendar Song," a chorus dancer appears as a lion, to demonstrate March. When he turns around, however, on his back is a Muppet-style lamb, who opens his mouth and bleats.
	Doc as Sprocket	Fraggle Rock "I Want to Be You"	Doc goes as his own dog to the society costume ball.
	Earl Sinclair as Georgie	Dinosaurs "George Must Die"	Earl dresses up as Georgie the hippo.
	Doc Hopper as a frog	The Muppet Movie	Doc Hopper portrays a frog in a commercial for Doc Hopper's French Fried Frog Legs
	Dr. Teeth as the Cheshire Cat	The Muppet Show episode 506	Another Alice in Wonderland portrayal, the regular Dr. Teeth head on a cat body and with ears.
	Elmo as a lion	Sesame Street episode 3853	Elmo dresses as a lion to bring the zoo to Maria.
	Elmo as a Dinger	Sesame Street episode 4028	Elmo and Baby Bear cavort as species indigenous to Sesame Street.
	Elmo as a "chicken-kitten-cow-bunny"	Sesame Street episode 4032	Elmo dresses as every animal he can think of, rolled into one, to get a vet appointment with Gina and declare his love for her.
	Elmo as a cow	Sesame Street	Elmo plays a silly cow who quacks in the song "Baby, Say It Loud."
	Elmo as a wolf	Sesame Street episode 4095	Elmo and Zoe dress up as wolves for their Big Bad Wolf auditions.
	Eric the Parrot as a penguin	The Muppet Show episode 507	When Eric the Parrot disguises himself as a penguin, he appears as any other Muppet penguin. However, he is actually wearing a penguin costume, under which he cannot wear his parrot suit for fear of wrinkling it.
	Ernie as a sheep	"Journey to Ernie" Season 35	Ernie poses as Little Bo Peep's sheep to evade Big Bird.
	Fat Blue Delivery Man as a sheep	Sesame Street	When the sheep go on strike, The Count has a delivery man dress as a sheep, so he can count him and go to sleep.
	Fay Ray as a frog	Sesame Street	Fay dresses up as a frog or maybe Kermit the Dog.
	Fay Ray as a polka-dotted black insect	Sesame Street	Fay dresses up as a polka-dotted black insect.
	Fay Ray as a moose	Sesame Street	Fay dresses up as a moose, yak, or maybe a deer.
	Floyd Pepper as the Caterpillar	The Muppet Show episode 506	Another Alice in Wonderland animal.
	Fluffinella as a French poodle	Fraggle Rock "Red's Blue Dragon"	Though not shown onscreen, Fluffinella attends Ms. Ardath's masquerade party as a French poodle.
	Fozzie Bear as a lion	The Muppets Go To the Movies	As the Cowardly Lion, from the Wizard of Oz sketch.
	Frackles disguised as cute, furry animals	The Muppet Show episode 524	Three Frackle spies pose as animals to infiltrate Roger Moore's closing number, "Talk to the Animals".
	Gonzo as a bat	Muppets Tonight episode 108	Gonzo is costumed appropriately for a role in his own musical, "Bats."
	Gordon as a wolf	Sesame Street episode 4095	Gordon acts as a temporary replacement for the Big Bad Wolf.
	Grover as an elephant	Sesame Street	In a lecture on noses, Grover demonstrates with an elephant's trunk.
	Grover as a mouse	A Muppet Family Christmas	Grover plays the unstirring mouse in The Night Before Christmas pageant.
	Grover as a peacock	The Street We Live On	Grover wears a peacock feather, possibly to match Ming.
	Grover as a puffin	Sesame Street episode 4109	Grover dresses as a puffin in a Global Grover segment about Iceland.
	Harvey Korman as a chicken	The Muppet Show episode 110	Kermit puts Harvey in a white chicken suit.
	Herry as a butterfly	Sesame Street Butterfly Pageant	Herry dresses up as a butterfly for the pageant, wearing orange Monarch butterfly wings.
	Hudson as a pig	The Muppet Show: Sex and Violence	The astronaut poses as "Hudson," a pig butler.
	Jason Alexander as a bat	Muppets Tonight episode 108	Jason is costumed appropriately for a role in his own musical, "Bats."
	Jon Voight as a brown turkey	The Muppet Show Live	Voight performs with the chickens.
	Kermit as a cow	Sesame Street Season 15	Kermit being switched to a cow after he and Gladys switch roles in a sketch in Season 15.
	Kermit as Frogo the Dragon	Muppets Tonight episode 207	Kermit as the dragon in Dennis Quaid's screen test of Dragonheart.
	Kermit as Frogzilla	Muppets Tonight episode 203	Kermit as the reptilian monster in a sketch The Hardy Pig Boys.
	Kids as zoo animals	Sesame Street episode 3853	Devon dresses as a giraffe, Sara as an elephant and Devon's rabbit as a leopard.
	"Margaret" as a chicken	The Muppets Take Manhattan	Gonzo's boat driver at the aquacade, in the same chicken suit from The Muppet Show.
	Maria as a queen bee	Fiesta!	Maria plays the queen bee to officiate at the fiesta carnival
	Monty as a penguin	Sesame Street episode 3091	Monty dresses as a penguin for his new penguin school.
	Dinosaur as Moola the Cash Cow	Dinosaurs "Variations on a Theme Park"	A dinosaur teen dresses up as a cheerful cartoon cow.
	Natalie Portman and Elmo as elephants	Sesame Street	Natalie and Elmo play "The Princess and the Elephants" with a real Elephant.
	Oscar the Grouch as a cat	Peter and the Wolf	Oscar plays the part of the cat as Baby Bear imagines the story of Peter and the Wolf.
	Rosita as a bear	Sesame Street episode 3853	Rosita helps Elmo bring the zoo to Maria.
	Scred as a bee	Saturday Night Live	Scred attired as Aunt Bee, for a Killer Bees sketch.
	Shirley and Nat Muskrat as a horse	Emmet Otter's Jug-band Christmas	Shirley and Nat perform in a horse costume, which they can't seem to connect, at the talent contest.
	Mr. Snuffleupagus as a horse	Elmo's World: Horses	Snuffy appears at the end of Elmo's quiz, dressed as a horse in his cave.
	Snuffy as a dinosaur	Sesame Street Episode 4152	To assuage Elmo's grief at the dinosaurs' extinction, Snuffy dresses up so that Elmo may have a pet dinosaur.
	The Swedish Chef as a pig	Muppet Treasure Island	When the Chef appears in a pig's nose as cook for the pig natives, a talking vegetable quips, "How else were we going to get him into this movie?"
	The Swedish Chef as the Easter Bunny	Donna's Day	The chef in rabbit ears.
	Telly Monster as a duck	Sesame Street	Telly plays a silly, mooing duck in the song "Baby, Say It Loud."
	Telly Monster as a duck	Peter and the Wolf	Telly also used the same costume when he took on the role of "mother" for a baby duck in Episode 4051 of Sesame Street
	Telly Monster as an elephant	Sesame Street	In a sketch about the power of the imagination, Telly imagines he's an elephant.
	Telly Monster as a goat	Sesame Street	In the same sketch, Telly imagines he's a goat.
	Telly Monster as a lion	Sesame Street	In the same sketch, Telly imagines he's a lion.
	Thidwick the Big-Hearted Moose as The Birthday Bird	The Wubbulous World of Dr. Seuss "The Birthday Moose"	Thidwick impersonates the Birthday Bird since the Birthday Bird was captured in the ice.
	Two-Headed Monster as a two-headed chicken	Sesame Street	In a Journey to Ernie segment.
	Uncle Traveling Matt as a pig	Fraggle Rock "I Want to Be You"	Matt dresses as a pig to fit in on a hog farm.
	Zoe as a bird	Peter and the Wolf	Zoe in character from Peter and the Wolf.
	Zoe as a wolf	Sesame Street episode 4095	Elmo and Zoe dress up as wolves for their Big Bad Wolf auditions.
Illustrated Impersonations
	Bert as a pigeon	Sesame Street Halloween card	Bert dresses up as a pigeon to go trick-or-treating.
	Big Bird as an alligator	Sesame Street Halloween card	Big Bird dresses up as an alligator to go trick-or-treating.
	Ernie as a Twiddlebug	Sesame Street Halloween card	Ernie dresses up as a Twiddlebug to go trick-or-treating.
	Cookie Monster as a cow, Ernie as a dog, Bert as a hen, Grover as a Sheep, Herry as a pig	The Little Red Hen	Dress in characters for a Sesame Street Pageant