This is what the CNN: Profiles says (with Jane interviews to back it up):
Jim was in a rough time in his life. Both Labyrenth and Dark Crystal weren't doing as we as he had hoped, and he was depressed for long stretches. Jim and Jane had seperated, but remained close friends.
I believe then Frank Oz is interviewed, saying somthing to the effect of:
"Jim's sickness wasn't sudden. We could see the progression when we were working. It started as just coughing and such. But then we were scheduled to do a taping and Jim just called in and said he couldn't. W e all thought he was bluffing, I mean, Jim never missed a taping. But he wasn't and was getting worse."
Jane:
"I took Jim to the hospital that morning. He actually seemed fine. We walked the perimeter of the hospital once that morning. None of us could imagine that he was going to die that day."
This special is really a great one. Very informative. I have it on tape, email me (themantischild@aol.com) if your interested in obtaining it.
-Matt