From Muppet Wiki

During the first season of Sesame Street, several animated inserts were produced called Speech Balloon,^[1] in which a character says a letter and a word that begins with that letter. The word appears in a word balloon, accompanied by an image.

As part of the show's bilingual project, certain segments also aired on Sesame Street in Spanish.

Segments

Picture	Segment	EKA	Description
	A - Ape	Episode 0006 Included in This Way to Sesame Street.	An ape appears with a menacing expression. Later, the ape wears a wig and plays "Tiptoe Through the Tulips"' on his ukulele. In later broadcasts sound effects and music have been added,which weren't in the orignal.
	B - Bug		A woman sprays an insect, which fights back with a cannon. Online: Sesame Street Video Player
	B - Butterfly	Episode 2123
	C - Cap	Episode 1707	A man puts on an oversized cap.
	C - Carrot		Online: Sesame Street Video Player
	C - Cat	Episode 0029
	D - Dog	Sesame Street Test Show 1	The roles between dog and master are reversed.
	E - Egg	Episode 0002 Included in This Way to Sesame Street.	A cow hatches a chick, which says, "Moo."
	E - End	Episode 2228
	F - Fly
	G - Gorilla	Episode 0085 Included in Learning About Letters.	A man appears instead of a gorilla, but then he unzips his costume, revealing himself to be a gorilla, which growls.
	H - Hole	Episode 0080	A boy gets a pie in the face when he looks out of his speech balloon.
	H - Horse	Episode 2682	The horse rides on the cowboy.
	I - Ice cream	Episode 0033	An ice cream scoop scoops up a bowl of ice cream, runs away with the ice cream container leaving ice cream on the boy's face.
	I - Iron	Episode 0815	An iron irons the word.
	I - Island	Episode 2727	A man discovers that he is standing on the head of a crocodile.
	J - Jam	Episode 1709	A little boy gets jam poured all over him from within the balloon. But he doesn't mind- it's strawberry, his favorite flavor.
	K - Key	Episode 2125 Included in Learning About Letters.	A man puts a key into a keyhole, but instead of just opening a door, he opens the entire front of his house. His wife calls to him from the bathtub, "Close the house, Leonard!"
	L - Light		A man turns on a light, interrupting another man's sleep. Also in Spanish (luz).
	L - Lips		A large pair of lips smooches a man. Online: Sesame Street Video Player
	L - Loud	Episode 1845
	L - Lunchbox	Episode 0043
	M - Mail	Included in This Way to Sesame Street.	A hand reaches out of the mailbox, attaches a stamp to the man's forehead, and pulls him into the box.
	N - Nail	Episode 0040	A man pulls a nail out of his speech balloon.
	O - Open	Episode 0198
	S - Snake	Episode 2096	A snake charmer plays a tune on his recorder; the snake doesn't enjoy the tune and decides to play another tune on the recorder. Also in Spanish (serpiente).
	T - Train	Episode 0022	A railroad engineer catches a ride on a train.
	U - Up	Episode 2258	Two men stand on a seesaw under a low ceiling.
	V - Violin	Episode 2787	A musician plays a violin, which instantly breaks.
	W - Water		A man's speech balloon becomes a water cooler.
	Y - Yo-Yo	Episode 0043
	Z - Zipper	Episode 2483

Sources

1. ↑ Lesser, Gerald Children and Television: Lessons from Sesame Street