Here's one I discovered today:
Now, this one surprised me because, as a Sesame Street sketch, you'd expect it to have a happy ending, but it doesn't. The whole sketch is basically about a bride and groom who are on two opposite sides of a street. The groom can't get to his wife (or soon to be wife) because the "Don't Walk" sign is on. I thought the sketch was going to end with the sign changing to "Walk" and the couple happily meeting up again, but nope. It just ends with them being sad because they can't get to each other.
Now, obviously, it's not played too seriously, especially since it's obvious that all they have to do is wait for the sign to change or at the very least wait for traffic to clear up. But it's still a little sad.
And that's what I like about it. It takes an unexpected direction, and it's funny, sweet and sad all at the same time. Also, you gotta love Chris Cerf's vocals in this. I don't think there's ever been anyone on the show who's voice was as lovely as his.