The Muppet Show/WMG

Waldorf and Statler are victims of a MST3K-style science experiment.
They hate every show, yet they watch them all and make snarky comments, and at more than one point, it's implied that they're not free to leave.
 * They are critics, and if they leave they won't get paid for the write-up.
 * Hey hey HEY, Occams Razor has NO place in Wild Mass Guessing! :)
 * Disproven in the Danny Kaye Episode, when they choose to sit in the alley and not watch the show. Of course that time they would have wanted to see it...

The Muppet Show is Purgatory for the Guests.
Statler and Waldorf snark about the show but never directly participate. They are therefore Dante and Virgil. The show's "special guests" are people who have just died and have to go through the bizarre antics of the Muppets before being able to ascend to Heaven. This is why nobody cares to comment on the fact that the "guests" are human while the entire audience, cast and crew are Muppets. The Muppets are the spirits between Demons (in Hell) and Angels (in Heaven) responsible for putting the souls of the dead through their final torment. Kermit controls things from backstage, and declares when the show begins and ends. Kermit, therefore, is God.
 * Well, this could go a long way toward explaining the events of the Alice Cooper episode...
 * What about the episode at the train station?
 * Purgatory was being fumigated?
 * Or the time Statler and Waldorf got on stage and did their Vaudeville act?
 * They thought they could escape Purgatory by making a better show than the regular performers did.

The gopher claiming to be Scooter is an impostor.
In the series Muppet Babies, there are two gophers: twins Scooter and Skeeter. By the time we get to the Muppet Show (filmed earlier but chronologically later) there is only Scooter; Skeeter is never mentioned. How can this be explained?

Obviously, Skeeter has stolen Scooter's identity and quite possibly murdered her brother. Her presence goes undetected because "Scooter" explained early on that Skeeter "moved away" or some other flimsy excuse.
 * Jossed she appears in the Comic Series, although she is a spy...

Crazy Harry and The Evil Midnight Bomber What Bombs At Midnight are the same person
Not only do they look alike and share a love of explosives, but their laughs are also eerily similar. Obviously, Crazy Harry went even crazier and moved to The City to try to make it as a supervillain.

It was the Swedish Chef's idea to use "Mah Na Mah Na" in that skit.
The Chef sometimes comes across as smarter than he seems, and the song originates from a Swedish soft porn movie. Thus, it seems like he was having a joke at Kermit's expense.
 * This makes far more sense than it should. But this implies that Chef watches Swedish softcore pornography, which would require him to multitask.
 * He obviously rented a taped edition of Gyornen von Forinvoys's , and caught on that the box had been returned with the wrong tape once the ingredients for the first recipe included two soft-core pornography actors, a comedian, and sexy music.

Scooter is Michael Grade
...Because the Theater Owner (who allows them to do their show) is Lew Grade.
 * It's kind of depressing to think that Scooter is the bastard who cancelled Doctor Who... maybe it's another Grade kid?

Statler and Waldorf's scenes in Sex and Violence is a Flash Forward to their final days.
Look at them! Not only do their voices sound weak and their attempt at their "DO-HO-HO-HO-HO!" ended up in a coughing fit, but these final line sums it up: "Statler: Waldorf?

Waldorf: Yeah?

Statler: Either that clock just stopped, or we've just died."

All muppet movies that dont appear to line up with the canon of The Muppet Show are nothing more then actual episodes of the show itself
...Or rather special episodes

Statler and Waldorf are actual employees of the muppet show
Im pretty sure this was just waiting to be said. As a matter of fact, im probably just saying out loud what everyone else was allready thinking. In my opinion, the only way to explain the two of them's random appearances on stage from time to time, The appearance of them in the various movies(Read previous WMG), Them being allowed to see the first screening of The Muppet Movie,them living with all the muppets in Muppets From Space,Etc , is to say that they actually work for the muppets. And that they're role as grouchy hecklers is just the characters kermit has them play just for kicks and giggles.

Astoria, Waldorf's wife, is Statler's twin sister, therefore making Statler and Waldorf brother-in-law's
This has been discussed before, but think about it! Astoria, Waldorf's wife, looks exactly like Statler, just in drag! If Astoria and Statler are indeed twins, and since Astoria is Waldorf's wife, Waldorf and Statler would be brothers! By marriage of course...

Animal is an adult Elmo
. This explains it...

Lew Zealand is related to Ernie.
Same hair style and color, similar skin tone, same nose, really it couldn't be any more obvious.