According to Wikipedia, actress Melinda Dillon made an uncredited cameo in 'The Muppet Movie' as a woman with a balloon. Is anyone able to confirm this?
I have seen this claim before, and your post prompted me to search a little bit.
There is a website aveleyman.com that compiles actors' credits and tries to include a screen shot. I do not know if this is a reliable source or if the submissions come from users. On Melinda Dillon's page there is a screen shot of a Woman - who is with a balloon. The background looks like the fairground. The woman does resemble Melinda Dillon circa Close Encounters of the Third Kind - there is a screen shot from that film as well. Perhaps she had some brief interaction with Richard Pryor?
Another potential connection is at the time Melinda Dillon was married to character actor Richard Libertini and he was friends with Carol Kane. So, maybe they were hanging out on the set?
I don't think any of my findings tilt the scales either way. Unless/until an artist who was involved with the film chimes in I would say the answer is maybe.