I think that Disney does have some ownership of the Muppet movies that are owned by other companies. I believe that if Henson had any stakes in the films, Disney got them, but other companies have the distribution rights. It's a good thing that Disney doesn't seem to have a problem with the Muppet movies that are owned by other companies being released. All of the Muppet movies owned by Sony are still available on DVD (in both a three pack and individually). I don't know about whether It's a Very Merry Muppet Christmas Movie is still in print. I think it's only been broadcast once since Disney got the rights to the Muppets, but I remember last year somebody posted a thread saying that that person had found several copies of the DVD last year. I wondered if maybe they were leftover copies form the previous year, but that member said that he or she couldn't find very many copies the previous year.
Then again, I think the Muppets were originally licensed to those companies for the movies, and Disney would probably get any residuals anyway, but for somethign like Emmet Otter's Jug-Band Christmas, Jim Henson owned the rights to both Kermit and the special, so it wasn't really a licensed appearance. I hope that there aren't any such problems with any variety show or talk show appearances.
But maybe I am wrong about all this. It's great that the non-Disney Mupet movies are widely available on DVD. I know that for a long time the only Popeye videos and DVds available were public domain releases, and Warner Bros. had been trying to negotiate a deal with King Features to release the Popeye shorts on DVD. MGM once attempted to release a Popeye video, but King Features wouldn't allow it. And I've read that the reason why the original Batman series hasn't been released on video or DVD is because the series is owned by Fox, and after the series was made, Warner Bros. bought the character rights to Batman, and apparantly the show currently can't be released commercially (though the 1960s Batman movie can). But on the other hand, back when MGM owned the rights to the pre-1948 Looney Tunes and Merrie Melodies shorts, MGM was able to release Looney Tunes vidoes and laserdiscs. WB didn't seem to mind it's characters being released on videos released by another company.