It's technically against copyright law to do anything with Muppet material without the owner's consent, other than for your own, personal use. I'm fairly certain that would include putting them on YouTube... though I suppose Statler and Waldorf gave "permission" by commenting on that Mahna Mahna video.
Unfortunately it's considered a copyright violation, hense why I used "quotation marks." I don't consider it's illegal as long as it's just a clip, and not a full episode.