Although part of the gag reel, there is a scene where Gonzo and Rizzo are sitting on the shelf with the busts. Rizzo takes one look at the bust of Shakespeare and exclaims, "Hey! It's Frank Oz!". Gonzo adds, "They coated him with plaster! Frank, speak to us!"
According to the book Muppets from Space: The Making of Muppet Movie Magic, the "door in a jar" provided by Muppet Labs was intended to be a replica of the front door of 123 Sesame Street. As realized, there are several differences. 123 Sesame Street's stoop has 6 steps and the "door in a jar" had 7, and the window above the door differs from the Sesame design. The "door in a jar" was also red whereas 123 Sesame Street's door was green (the door of 123 Sesame was red for a period of time but that did not happen until 3 years after Muppets from Space was released). However, the door is a replica of the the door used in The Adventures of Elmo in Grouchland, which was filmed concurrently with Muppets from Space.
The newspaper that Kermit reads during the breakfast scene is called the "Hensonville News Observer".
There are several behind-the-scenes references in the pet store. Performer and crew names include Frank and Steve's Monkey Shines, Goelz Guppy Grub, Nelson's Super Fine Cat Food, Sir Richard's Hunting Dogs, and Lazer Pet Academy. Products include Salmon Friends fish food and Puppet Chow.
After the question is raised of Walter leaving the Muppets after a whole film was made about him joining them, Rizzo and Robin point out that it was made at the expense of other well-known characters being left out, referencing their reduced roles in the previous film.