Should've thought of this sooner, lots of good stuff. 

Cookie Monster and "Fffff"  "oooood:"

  http://www.youtube.com/watch?v=H8IwvxYWCDM

Cookie Monster and Kermit - guessing game:

  http://www.youtube.com/watch?v=vamMHRage4M

Cookie Monster the train engineer:

  http://www.youtube.com/watch?v=4_KNaXOcH0U

Cookie Monster steals Ernie's pillow:

  http://www.youtube.com/watch?v=dbPVHR31YJA

From the Muppet Show, I guess, it seems to be well-known:

  http://www.youtube.com/watch?v=PlrF7vj4u4U

Of course, the classic "C is for Cookie" song:

  http://www.youtube.com/watch?v=dhUFxaauNTE

Oh, sweet, they've got this one, too: Ladysmith Black Mambazo and everyone from Sesame Street singing "Sing" in Central Park:

  http://www.youtube.com/watch?v=ZNuRgsKuCsg

Sesame Street characters on Jeopardy, the last few seconds are particularly funny:

  http://www.youtube.com/watch?v=8vHhIAPgjrE

Vincent Price singing "You got a friend:"

  http://www.youtube.com/watch?v=lLsk36UJGa0

This German BMW ad is what actually got me started looking

  http://www.youtube.com/watch?v=7LcNu9NHVyo

And, finally, the classic Paul Williams song:

  http://www.youtube.com/watch?v=thEiXbovv98

No, wait, that led to some more links - Debbie Harry:

  http://www.youtube.com/watch?v=mNMLAhNtloM

  http://www.youtube.com/watch?v=UArJpA9wm-w

  http://www.youtube.com/watch?v=pYmAuluF4HI

  http://www.youtube.com/watch?v=OI0qcc-8cSY

Don't forget all of the Electric Company clips. Those are the best.

any clips of the two old guys at the end?

Ohhh I can't believe you didn't put the "mana mana" clip. That's basic.

My nephew loves it. He can watch it all day long.

Of course I did, it's the fifth one on my list.