That's been big news for awhile. From 2009-2010 Boom! Studios released a collection of Muppet comic books, both based around The Muppet Show and fairy tales. Every four issues have gotten collected into trade paperbacks. That is from the first four-issue storyarc, Meet the Muppets.
There is a yet-to-be-released Muppet Show comic book, but it's unknown if it'll ever get released. This year Boom! lost the license and Marvel will be reprinting existing Muppet comic books, and it's unknown if we'll get any new comics.
Oh, and for the most part they are great.