When Dorthy is trying to audition for the Muppet's the man says they are gone and the Muppet's bus pulls up. If you look when the bus is pulling up there is no one in it, even the driver seat is empty. Then a few seconds after the bus stops Kermit and Miss. Piggy come walking out.
At the part where the band arrives to play for the evil witch, one of the band members states "We've had the same stinking tour bus since 1978" which is referring to "The Great Muppet Movie" (made in 1978) in which they first mention the tour bus.