Oh gosh, that's hard to answer. It wouldn't be in terms of value, but maybe my (well, my dad's) record of John Denver & The Muppets. It was played during many Christmas mornings and holds a spot in my heart, even though we upgraded to the CD a long time ago.
To be honest I don't have a lot of Muppet stuff outside the DVDs and CDs, save for maybe my Red Fraggle doll that my sister's dog completely dismembered :/