Someday I'd like to see a pictoral history of all the characters. That's one of my many unfinished projects that will never see the light of day.
So far as I can tell, here are the number of different Fozzies over the years:
1. Season 1 Fozzie obviously looked very different from the rest, with the too-wide jaw, the extremely pointy head, and the "dirty" fur.
2. For Season 2 and part of Season 3, Fozzie's fur was VERY bright, making his eyebrows extremely pronounced. See the Edgar Bergen ep and the Loretta Lynn episode for examples of Fozzie's highly expressive eyebrows.
3. Starting with the Muppet Movie (?), we have yet another Fozzie, with slightly darker fur, and his eyebrows often seem hidden under his hat. Since TMM was filmed halfway through the third season, that Fozzie is used for the remainder of Season 3, starting with the Harry Belafonte episode. Unless I guess incorrectly, this is the Fozzie used in Season 4 and 5, and Great Muppet Caper as well. When I think of Fozzie, this is the one I most think of.
3) Starting with the Muppets Take Manhattan, I believe, Fozzie's face became rounder, giving him more teddy-bear-like features. This is the Fozzie of MFC, JHH, MWDW, and Muppets Celebrate Jim Henson. I like this Fozzie a lot as well.
4) Starting with MCC, Fozzie's face became more pear-shaped again, but noticeably different than Fozzie #2. This is my least-favorite Fozzie; he's just weird-looking. That one picture of him with the group, where he's wearing the blue bandanna (why?) just looks strange, and it drives me nuts that they use it so much. (It's used as the cover for the 25th anniversary CD.)
5) I think Fozzie has changed again, starting with VMMCM, but I could be mistaken. It could just be that Eric's performance made it seem like "Fozzie's back" even without a change to the puppet.
Anyway, those are the changes as I see 'em. We could do this for every character, but we'd probably have to start a whole new thread.