It appears as though the soundtracks to the first five Muppet movies (The Muppet Movie; The Great Muppet Caper; The Muppets Take Manhattan; A Muppet Christmas Carol; and Muppet Treasure Island) are all out of print, and Jim Henson Productions (or whatever) has no intentions of re-releasing them. I think the soundtracks for the first three were available for a short time in 1993 by way of BMG or something, but now they're OOP hardcore. You can find copies on E-Bay for like upwards of $100 (in some cases). It's pretty ridiculous!
I wonder why they decided to put out of print (without any intention of later printing) some of the most popular (and awesome) movie songs of all time. There's apparently a CD that came out in 2002 that's like "Muppet Songs of the Past 25 Years" or some crap, and while it includes songs from the various movies and even the TV show(s?), it only has 27 songs on it and therefore surely (by virtue of the smallness of that number, and the fact that I checked the track listing to confirm) overlooks many of the sweet songs from the films, et c.
They do apparently have a widely available soundtrack for Muppets From Space, however. Sweet though that is, I'd rather have a soundtrack for any one of the original three.