From Muppet Wiki

The Wolfhound is a gray dog. He appeared for the first time in episode 401 of The Muppet Show and was seen in the background of many Muppet sketches and songs including "Swanee" from episode 402 where he parodies an Al Jolson pose.

He played the fiddle in "The Cat Came Back" from episode 523 and danced a duet for "Fit as a Fiddle" on episode 501.