|Written by||Joe Raposo|
|Publisher||Jonico Music Inc.|
Casey, who is portrayed by Cookie Monster, is entrusted with the job of delivering cookies, milk, and ice cream to a party on the other side of the mountain. When an avalanche blocks the train tracks, Casey fights the urge to eat his cargo and instead eats the snow in his path, delivers the desserts, and is declared a hero. What really happened after the train moved on when Casey ate the snow is never revealed.
Cookie Monster has also appeared as Casey McPhee in The Sesame Street ABC Book of Words and The Perils of Penelope, as well as a popular Beat the Time sketch where Cookie Monster must bring in three things that rhyme with "rain" to win a cookie.
According to his relatives, then-producer Robert Cunniff was directly involved in The Ballad. They commented "And the avalanche! I had forgotten that. Very complicated to do it in the live studio the way they shot this stuff in those days. (Real smoke and mirrors and Vaseline before digital!)" 
- C is for Cookie (LP) (1974)
- The Best of Cookie Monster (1983)
- Cookie Monster and Grover: True Blue (1990)
- Cheep Thrills (1994)
- C is for Cookie (CD) (1995)
- Platinum Too (1997)
- Kids' Favorite Country Songs (2007, new sound effects added)