The Cube appears in the "Elmo the Musical" segment, "Detective the Musical."
Detective Elmo receives calls from The Man in the Sleeveless Undershirt, The Lady in the Fancy Bathrobe and a Ham Actor, who each are unable to stop sneezing. Upon further inspection, Elmo finds that they were each given a pepper-induced item delivered by a being with six square sides.
Elmo and the Ham Actor catch The Cube hiding behind Velvet in the 6th Street Theater, complete with pepper shaker. He confesses that we wished to be needed. Elmo and the Ham Actor sing to him, showing him all the different types of cube present everyday (ice cubes, blocks, dice, etc.). The Cube understands, but doesn't think a cube like him would be needed, until he produces some tissues and is revealed to be a tissue box. The Ham Actor is pleased; he needs some to blow his nose with, putting The Cube at ease ("You like me, you really like me!")