The Vikings were a historical Scandinavian people, best remembered as sea-faring raiders. Link Hogthrob and the pigs portrayed Vikings for a musical number, "In the Navy," in The Muppet Show episode 524.
A group of Whatnot Vikings were also featured in The Muppets Celebrate Jim Henson.
Outside of the Muppets, Vikings can still be found in Minnesota.
On The Muppets' episode "Too Hot to Handler" Fozzie Bear records a couple of regional promos for Up Late with Miss Piggy. In the one for Minnesota, he poses as a viking.