I have a couple of different Muppet items, but my main collection is videos.
Of the items that are not videos, I have:
Palisades' Kermit the Frog action figure
A late '70s Scooter figure
Some of the 1988 Fraggle Rock toys released with McDonald's Happy Meals (I know I have Boober and Wembley in their car and I believe I've got Mokey in her car and the individual figures of Red and Gobo [i.e. not the car version)
Muppet Madness (the 1980 USA release of the 1979 Muppets Annual
The 1981 book Kermit and Cleopigtra
The 1981 The Muppets Go Camping book and record set
The 1982 book Kermit's Garden of Verses
Almost all of the Guy Gilchrist Muppets comic strip reprint books (1984-1986)
("Short, Green and Handsome", "Light on Our Feet!", "Chickens are People, Too!", "Froggy Mountain Breakdown", "On The Town")
As far as I'm concerned, still the best Sesame Street book ever- "The Monster at the End of this Book"
A Sesame Street T-shirt with Oscar the Grouch pictured with the slogan, "S is for Scram!"
I think I still have some of the Achaia Fraggle Rock comic books and I'm pretty sure I have the first issue of the Sesame Street comic book.
I've got the "Family Reunion" arc of The Muppet Show comic book (mainly for the reintroduction of Skeeter to the Muppet universe.)
I believe I may have an issue of Marvel's Star Comics' run of "Muppet Babies" as well.
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I think that's about it for the non-media items. Beyond that, I have:
Music
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"Muppet Treasure Island" soundtrack CD
"The Muppet Movie" soundtrack LP
"The Muppet Show: Music, Mayhem and More" CD release from Rhino
"John Denver and The Muppets: A Christmas Together" album on CD (this release thankfully has all of the tracks, rather than the later rerelease that cut some tracks)
"Sesame Street Celebrates!" cassette tape (released in 1994 in celebration of Sesame Street's 25th. anniversary)
"Sesame Street: Platinum- All-Time Favorites" cassette tape (1995)
"Sesame Street: Platinum Too" cassette tape (1997)
Videos
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The Muppet Movie (1993 VHS rerelease)
The Great Muppet Caper (1993 VHS rerelease and 1999 VHS rerelease)
The Muppets Take Manhattan (1999 VHS rerelease)
The Muppet Christmas Carol (1992 VHS release)
The Christmas Toy (1993 VHS rerelease)
Tale of the Bunny Picnic (1993 VHS rerelease)
Hey Cinderella (1994 VHS rerelease)
The Frog Prince (1994 VHS rerelease)
Emmet Otter's Jug-Band Christmas (1996 VHS rerelease and 1999 VHS rerelease and DVD release)
Muppet Family Christmas (1995 VHS release)
Muppet Classic Theater (1994 VHS release)
Muppet Sing-Alongs: It's Not Easy Being Green (1994 VHS release)
Muppet Sing-Alongs: Muppet Treasure Island (1996 VHS release)
Muppet Treasure Island (1996 VHS release)
Muppets From Space (1999 VHS release)
Sesame Street: The Adventures of Elmo in Grouchland (1999 VHS release)
Sesame Street Presents: Follow That Bird (2002 VHS rerelease)
Time-Life's VHS releases of The Muppet Show (2000-2001): I have the following tapes: "Star Wars/Paul Simon/Raquel Welch", "Elton John/Julie Andrews/Gene Kelly", and "Alice Cooper/Vincent Price/Marty Feldman".
I believe I have the 1988 VHS release of "Jim Henson's Play-Along Video: Hey, You're As Funny as Fozzie Bear"
and I think I still have the 1985 Random House VHS releases of "Muppet Moments" and "Muppet Treasures".
Rocky Mountain Holiday with John Denver and The Muppets (2003 VHS release)
Labyrinth (1999 DVD release)
The Dark Crystal (1999 DVD release)
I think I've still got the two VHS releases for "The Secret Life of Toys" ("Crazy for Me" and "Toys Will Be Toys")
It's A Very Merry Muppet Christmas Movie (2002 DVD release and I think I may still have the 2002 VHS release too)
The Muppets' Wizard of Oz (2005 DVD release)
A Muppets Christmas: Letters to Santa (2009 DVD release)
The Muppets (2011 DVD release)
Muppets Most Wanted (2014 Blu-Ray/DVD/Digital Copy combo pack)
The Muppet Show (Seasons 1, 2 and 3 on DVD)
Fraggle Rock (Seasons 1-5 on DVD)
Fraggle Rock: The Animated Series (complete series DVD)
Sesame Street: Old School (Volumes 1-3 on DVD)
Sesame Street: 40 Years of Sunny Days (DVD)
Sesame Street: 20 and Still Counting (DVD release)
Sesame Street: 25 Wonderful Years (VHS release)
Sesame Street: What's The Name of That Song? (DVD)
Christmas Eve on Sesame Street (DVD release)
A Special Sesame Street Christmas (DVD release)
Don't Eat the Pictures: Sesame Street at the Metropolitan Museum of Art (VHS release)
Big Bird in China (DVD release)
Big Bird in Japan (DVD release)
A Sesame Street Christmas Carol (DVD)
Elmo's Christmas Countdown (DVD)
CinderElmo (VHS release)
The Best of Kermit on Sesame Street (VHS release)
A Celebration of Me, Grover (VHS release)
Sesame Street Celebrates Around the World (VHS release)
Friends to the Rescue (VHS release)
Best of Friends (DVD release)
and a ton of other Sesame Street VHS tapes I would need to sort through to list....