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Nicky Holiday is the ne'er-do-well criminal brother of Lady Holiday in The Great Muppet Caper. A profligate playboy and sponger, Nicky has a parasitical relationship with his sister. Unbeknownst to her, Nicky is a notorious jewel thief in cahoots with models Marla, Carla, and Darla, and the mastermind behind the theft of her own jewels, prior to an attempt on The Fabulous Baseball Diamond.

However, Nicky is blindsided by an encounter with Miss Piggy, whom he soon develops a passionate affection for. His desire for Piggy is outweighed by his greed, however, leading to a betrayal of Miss Piggy. When confronted with the question of why he's doing all this, Nicky's response is, "Why am I doing this? I'm a villain, it's plain and simple."