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The Falling Alfonsos appeared on The Muppet Show episode 412.
They won a Fred Award in the Best Stunt category with their 500 foot dive. They got to demonstrate this amazing stunt once more when they all fell on Link Hogthrob, who handed out the award.
The Falling Alfonsos have not been featured on the show, although they bear a resemblance to a quartet of Whatnot Italian singers/dancers that appeared in episode 301 and episode 312.