Well, you can't really "make" these things... they just sort of happen. It usually starts with some random comment. For example, christyb reprimanded Beauregard for "helping" Vic Romano's post count. The response was something along the lines of "yes mother." Next thing you know, "The Moppet Family" appears!
Or with the raid, I specifically remember the title of the thread was "Where are the real muppet puppets kept?" Well, after a couple jokes about "What do you mean, the muppets are puppets" and a little bit of serious discussion, some one said they wouldn't mind owning a real muppet. Some one else joked that they should raid where ever the muppets were stored (I don't remember if anyone ever figured that out...). Suddenly everyone was quoting The Great Muppet Caper in an attempt to plan the raid, and eventually they (somehow) got to some warehouse somewhere, stole all the muppets, and started to drive away. Then someone saw the muppeteers, and that annoying little thing called a concious told them not to separate the muppets from the muppeteers. So, they did the most logical thing possible- kidnapped the muppeteers. With the help of a little Muppet Labs mind mist someone found lying around, a few of the muppeteers didn't mind at all and actually started performing, but I got the impression most of them were pretty upset. Last I heard of the thread, they went to a rest stop and told everybody to come back in five minutes, including those who weren't mind misted. (?) Since nothing happened after that, I'm guessing those muppeteers never came back. <shrug>
Wow, now there's an elaborate description... but it basically describes the typical formation of the typical MC inside joke, don't you think?