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Blue Hand lends a hand during the Cold Open in episode 222 of The Muppet Show.
A Cold Open is the industry term for the portion of a television show which occurs before the theme song and/or title sequence. It is also sometimes called a "teaser", and is intended to interest the viewer so s/he will sit through the credits and commercials before the rest of the show starts.
Each episode of The Muppet Show in seasons 2 - 4 would begin with Scooter knocking on the Guest Star's Dressing Room door, and then announcing the star's name, and that it was a few seconds until curtain time. This was followed by a short quip or visual joke from the guest star.
In season 5, the cold open was changed to show the guest star entering the theater and talking briefly to Pops.
Other shows from The Jim Henson Company have also had cold opens. Most Jim Henson Hour cold opens took place in Muppet Central, usually ending with Kermit the Frog telling Digit to start the show. Dinosaurs gained a cold open in the third season. Sesame Street has occassinally had cold opens over the years, but every episode since season 35 has had a cold open. Muppets Tonight also had cold opens, which, unlike on The Muppet Show, didn't always take place in the same location or always have the guest star.