He was in the "Happiness Hotel" song in Great Muppet Caper (didn't speak or anything, but I saw him) and don't forget his line in the ending song in Muppets Take Manhattan: "Isn't this exciting!?"
I also remember seeing him in Very Merry Muppet Christmas when Piggy and Ms. Bitterman were fighting (he also didn't speak there). He had some more lines in Muppets Party Cruise for GameCube/PS2.
And let's not forget, he's been immortalized in plastic as a figure
Annnnd that's really all I can think of in terms of Crazy Harry appearances.