I finally watched it today and I absolutely enjoyed it. There were lots of things I enjoyed about it, including:
Quongo's background appearance behind Beautiful Day Monster in the Dublin show
Thog and Marvin Suggs's background appearances on the train
Angel Marie's cameo as the gulag chef
The nationality references used in Berlin and Madrid (Christoph Waltz, a German actor in Germany and Salma Hayek, a Mexican actress in Spain)
Blind Pew and Black Dog's cameos at the gulag
Something So Right (I thought that was cool, with getting the point of view with every Muppet [Miss Piggy, Dr. Teeth, Floyd, Pepe, Lew Zealand, Scooter, Link Hogthrob, and Beaker]
Uncle Deadly playing the organ at the wedding
Beauregard driving the train
Bobby Benson's appearance at the climax of the film
Wayne's partial background appearance at the train station
Crazy Harry using his explosives to disappear during the Interrogation Song
Spamela Hamderson, Carter, Mahna Mahna, The Snowths, Afghan Hound, and Howard Tubman appearing during the wedding.