The Fazoobs

Name: The Fazoobs
First Seen in: The Muppet Show (Steve Martin episode 208)

The Fazoobs are a group of four koozebanians that auditioned on The Muppet Show. Each of the aliens in the group can use part of their body as a musical instrument. Though musically inclined, the music they play even seems alien for The Muppets. As far as we know, they did not make Kermit's cut. 

Though this group of Fazoobs does not become a regular act on The Muppet Show, the individual characters continued to make appearances in other Muppet productions. Look carefully in the pews during the wedding of Piggy and Kermit in The Muppets Take Manhattan.

I really like this weird little group and the context in which the show up works really well. Hopefully we'll see more of these guys! They not only were they appealing visually, but they had a fun act that could only be from outer-space.