The Muppets are mix of different species. Some are ostensibly human (or at least Muppet versions of humans), like Statler and Waldorf.
Some belong to other subsets of the animal kingdom, like Kermit the Frog, who didn't object when he was described as a frog by Ellen DeGeneres, and was apparently born in a swamp.
And some are alien, like Gonzo, whose extraterrestrial origins were revealed in Muppets from Space.