I don't know if anyone has mentioned this before, but the scene where Miss Piggy goes to answer the phone, expecting a call from her agent, leaves Kermit feeling rather sad, and then he shares his feelings with Rowlf, which leads into the "I Hope that Something Better Comes Along" duet:

: Whoa, hey, broken heart, right?

: Does it show?

: Listen, when you've been tickling the ivories for as long as I have, you've seen a broken dream for every drop of rain, a shattered dream for every falling star.

: Exactly. She just walked out on me.

: Ah, typical. That's why I live alone.

: You do, huh?

: Yep, I finish work, go home, read a book, have a couple of beers, take myself for a walk, and go to bed.

: Nice and simple.

: Stay away from women, that's my motto.

: But I can't.

: Neither can I, that's my trouble...
After the song ends, Rowlf remarks "It's not that often you see a guy that green have the blues that bad."
http://www.whysanity.net/muppets/index.html contains the lyrics to songs from The Muppet Movie, The Great Muppet Caper, and The Muppets Take Manhattan.
P.S. I just noticed that Rowlf's emoticon represents sympathy.