The Masked Phantom appeared in The Muppet Show Comic Book issue #3, "Gonzo's Story," in that issue's "Bear on Patrol" sketch. Patrol Bear and Link Hogthrob go to the local tea shop after hearing a tip from El Rizzo that the Masked Phantom is there. They accuse the woman running the place of being the Phantom, oblivious to the antics of a masked character operating in the background. However, they check the "wanted" poster and realize that the woman can't be the Phantom.
Once they leave, however, the woman takes off her latex mask, revealing that she is the Phantom (with a head looking much like a dark mask). The masked person seen earlier is her nephew, who later appears as a suspect in the "Gumshoe McGurk" sketch.