Here's the synopsis of the Mr. Rogers appearance on Sesame Street:
Big Bird and Snuffy are going to run a footrace, and Big Bird wants one of the adults to judge it. However, this was when everyone thought Snuffy wasn't real and it's a hot day outside, so the Bird is given the brush-off. Later, Mr. Rogers shows up waiting for a bus, and he believes Big Bird and agrees to judge the footrace. However, he has to go before he sees Snuffy run (of course, he's infinitely slower than the Bird in terms of speed) and when Snuffy finally catches up to Big Bird, the Bird tells him he saw Mr. Rogers. Snuffy (in an ironic twist of fate) doesn't believe him. Later, Mr. Rogers comes to Big Bird's nest and they chit-chat, and Big Bird lets Mr. Rogers play with Radar, the teddy bear.
There were other Mr. Rogers references on Sesame Street. During one of Ernie's guessing games, Bert suggests that he's hiding a picture of Mr. Rogers. Another time the Muppet Show jugband (in an appearance during a pledge drive) made a reference to him.