Irma

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Urma was the name the Muppet babies gave to a friendly "alien" that found its way into the nursery in Muppet Babies Episode 112: From a Galaxy Far, Far Away. The babies think she is from the planet Neptune and was left behind on Earth by her family. After many failed attempts to get her home the babies, using their imagination, set off into outer space to take Urma back home.

It turns out that Urma was a koala bear that escaped from the nearby zoo.