The Muppet Central Guides list a Columbia-Tristar (UK HMV Exclusive) DVD release in 2003.
It lists this on the Juliet Prowse, Peter Ustinov, Bruce Forsythe, Vincent Price, Twiggy, Ethel Merman, Steve Martin, Elton John, Julie Andrews, Peter Sellers, PEtula Clark, Bob Hope & John Cleese pages...