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Sheepa the Sherpa appears in the Elmo the Musical segment, "Mountain Climber the Musical."
Imagined up by Elmo, he helps guide the monster on Mount BiggestEverest, though is fearful of the fabled yeti at the top. He takes him anyway, showing him how to follow the Very Squarey Trail. After an encounter with a yak, they hear a yeti roar and Sheepa flees down the mountain.