Oh, yes, I have seen this, and so have many people on this forum. It was first broadcast (I think on PBS) in 1983, released on vido in 187 but currently isn't available on video or DVD. The full title is Don't Eat The Pictures: Sesame Street At The Metropolitan Museum of Art.
In this special, the gang went to the metropolitan museum of art. However, the museum closs before everybody got a chance to see everything. Big Bird was also supposed to meet Mr. Snuffleupagus at the museum but didn't see him. At the time that this special was broadcast, everybody thought that Mr. Snuffleupagus was just Big Birds imaginary friend (they would all see him for the first time in 1985) so they didn't think it was neccessary to go look for Snuffy.
However, Big Bird left his friends to find Mr. Snuffleupagus anyway. They all found out that Big Bird was missing and go searching for Big Bird, with several funny near misses.
Eventually, Big Bird finds Snuffy, and they also find an old egyption boy who had been at the museum for thousands of years because of a curse where he must remain a kid and his cat must remain invisible untill he can answer a duestion, "where does today meet yesterday?" Big Bird and Snuffy help the boy find the answer so that he can join his parents, who became stars in the sky when they died.
Meanwhile, everybody got lokced in the museum. There was a security guard in the museum, but nobody sees him and he is usually looking in another direction whenever they walk past him. There was also a sub-plot (or maybe it was more of a running gag) where Cookie Monster wanted to eat the pictures but there was a sign that said, "please do not eat the pictures".
The sesame street cast in this special included Big Bird, Mr. Snuffleupagus, Cookie Monster, Oscar The Grouch, Telly Monster, Grover, The Count, Ernie, Bert, Susan, Gordon, Maria, Bob, Linda, and Olivia, as well as several kids.