While it's not the Muppets, I really enjoyed my first reading of Charlesl Dickens' A Christmas Carol. It is such an odd thing, a Christmas ghost story. But I love the lesson.
Ebenezer Scrooge is embodiment of selfishness and greed. He is a money-lender with thoughts only for his own welfare. He is cruel to everyone, his nephew Fred, his clerk Bob Crachit, his clients, people on the street. And he truly hates Christmas. One Christmas Eve, he is visited by the ghost of Jacob Marley, his partner who has been dead for seven years. Marley's miserable afterlife includes carrying around a heavy chain, one which Marley tells Scrooge is light compared to the chain Scrooge has forged for himself during his life. Marley tells Scrooge that the only way to escape a horrible fate after his death is to learn from the three spirits that will visit him in the night.
Scrooge is haunted by Christmas Past, Present, and Future, each with something to teach Ebenezer. Scrooge must decide if he has it in him to change or if he will forever be a "squeezing, wrenching, grasping, scraping, clutching, covetous old sinner."