I can imagine a number of different ways the Muppets could end up in the Labyrinth, but here's the best I could think of: Miss Piggy, jealous that her big opening number was canceled for a number with Bobby Benson's Baby Band, recites the "magic words," and Bobby Benson's babies are whisked away by Jareth into the Labyrinth. A rescue team composed of Kermit, Fozzie, Gonzo, Piggie, Rowlf, and Scooter go into the Labyrinth to save Bobby Benson's babies.