Running Gag/Puppet Shows

One of TV writer Jerry Juhl's maxims was "Any joke that is too bad to do once may be bad enough to do several times." There are several examples of this on The Muppet Show ("Gonzo Fiddles While George Burns...").
- Once time Kermit hung a Lampshade when Fozzie kept getting phone calls from various places... here. It ended with Kermit yelling "Will there be no end to this running gag?!" At which point Animal grabbed the phone and ran off with it (yelling "Running Gag! Running Gag!" all the way)
- "Have we said that this show is for the birds?" "Yes, and we're going to KEEP saying it until it gets a laugh!"
Lampshaded in The Muppet Movie.
- Repeated references to Hare Krishna:

Bernie: You, you with the banjo, can you help me? I have lost my sense of direction.
Kermit: Have you tried Hare Krishna?
(later)
Kermit: (after seeing Fozzie's act bombing at the El Sleazo) Geez, that guy's lost.
Audience Member: Maybe he should try Hare Krishna!

Kermit: Good grief, it's a running gag.

Finally, the sign at the church where Kermit and Fozzie meet Doctor Teeth reads "Lost? Have you tried Rev. Harry Krishna"

- "It's a myth! A myth!" "Yeth?" (Made even better by the fact that it's Carol Kane as the "myth" in question.)
German comedy series Harald und Eddi: Each episode starts with Harald Juhnke Breaking the Fourth Wall as an old-fashioned TV announcer:

Harald: "Good evening, ladies and gentlemen, I'm happy to announce a new episode of our sketch show Harald & Eddi -"\

(cut to Eddi, who's preoccupied with something, like food or handicraft, with the TV running in the background, with Harald on screen)

Harald (louder): "a new episode of our sketch show Harald & Eddi!"
Harald (even louder): "Harald & Eddi!!"
Harald: "Eddi!" (breaks the fourth wall and takes away whatever Eddi is occupied with, leaving Eddi flabbergasted)

If you ever go to a Jeff Dunham show, don't dare laugh at one of Achmed the Dead Terrorist's jokes.

Achmed: "SILENCE!" (beat) "I kill you."