R.E.M.
From Muppet Wiki
R.E.M. is an American rock band consisting of Peter Buck, Mike Mills, and vocalist Michael Stipe.
They performed "Furry Happy Monsters," in Sesame Street’s 30th Season. The song, a parody version of their hit "Shiny Happy People," appears on the Songs from the Street CD set. They also appeared in the celebrity version of "Sing" on Episode 3851.
Sesame Street also parodied the band as REM.
Trivia
Michael Stipe has said in interviews, the night before he was going to perform on the Sesame set, he had horrible nightmares and couldn't sleep. He was in a terrible mood the morning of the shoot until the Muppeteers started talking to him in character with their puppets.[1]
