From "The Muppet Movie" (1979):

: Hey, why don't you join us?

: Where are you going?

: We're following our dream!

: Really? I have a dream, too!

: Oh?

: But you'll think it's stupid.

: No we won't, tell us, tell us!

: Well, I want to go to Bombay, India and become a movie star.

: You don't go to Bombay to become a movie star! You go where we're going: Hollywood.

: Sure, if you want to do it the easy way.
Hmm, I wonder how "Gonzo Goes Bollywood" would have turned out....