Sesame Street: Elmopalooza! (1998) on Netflix

Plot summary

The Muppets gather at Radio City Music Hall for a musical celebration of Sesame Street's 30th anniversary, with guest performers joining music video remakes of classic songs from the show. Elmo shuts a broken dressing room door and locks the host, the producer Prairie Dawn and the rest of the crew inside, so the Muppets decide to put the show on themselves with Elmo hosting. A guest scolds Elmo harshly for the mishap, and Telly for his anxious behavior. Elsewhere, Grover, Susan, Gordon, Gina, Bob and Mr. Handford lose their way to the theater and end up in Roswell, New Mexico, with chickens, penguins and the Yip-Yip Martians they picked up along the road.