Four children: a dog, a horse, a duck, and a cow live together in one room and very clearly have one mother, and the duck is the only one that ever mentions his father. Now, the Henson laws of species inheritance are very clear, you are either your mother's species or your father's (with strong tendencies for sons being the father's species and daughters being the mother's). This means that we have the very first Muppet Soap Opera with at least THREE different fathers for four pre-school children.
They're clearly adopted. was even the focus of one of the shorts.