1. Cigarettes, alcohol and death. Before he started making feature-length video game demonstrations like The Frighteners and The Lord of the Rings, Peter Jackson made a film called Meet the Feebles, a "behind-the-scenes" parody of The Muppet Show which depicts the cast doing controversial grown-up things like smoking, drinking, having sex, packing guns, trying to murder each other and experiencing Vietnam flashbacks. The problem here, as the rest of this list should demonstrate, is that the parody is almost completely redundant: it's based on the folk-memory of The Muppet Show as something colourful and noisy, but essentially soft and fuzzy, whereas the truth is that the real Muppets are frequently seen lighting up, boozing up or snuffing it. A good test case is Kenny Rogers' "The Gambler", in which the narrator of the song plies an aged poker player with scotch and fags until he dies happy in his sleep. Performed by humans, it's unpleasantly cloying. Performed by Muppets, it's just scary. See also Peter Sellers' Muppet Show rendition of "Cigarettes and Whiskey and Wild Wild Women", although he does at least perform it in character as a reformed wastrel who's joined the Salvation Army, so we never actually get to see the Muppet whores.
5. Songs that just aren't supposed to be there. Elton John's "Goodbye Yellow Brick Road" has blatant overtones of underage male prostitution ("I'm not a present for your friends to open / this boy's too young to be singing the blues"). Which is why you don't expect to see him perform it with Animal on drums. But he does. It's just a pity they never hired Lou Reed as a guest and got him to perform "Walk on the Wild Side," because I suspect that the Muppet interpretation of "giving head" would be spectacularly over-literal.
Just in case you thought Miles was making up that "Gambler" story, here's the clip that justifies Kenny's entire career: