Rowlf only appeared in clips, and in a picture on the wall, but not in any new footage.
Rowlf appeared in two clips. One was Eight Little Notes, from the james Coco episode, and the other was In a cabin In The Woods, from the 1988 Play-Along Video Sing-Along, Dance-Along, Do-Along.
Rowlf also made a cameo in the Wizard of oz medley clip from The Muppets Go To The Movies, but I'm sure you weren't talking about that.