Culminating at the church where the Electric Mayhem are, with a sign that says "Lost? Have you tried Rev. Harry Krishna?"
To prove this movie has No Fourth Wall, at one point in the movie Kermit hands the script to said movie over to Electric Mayhem to explain Kermit and Fozzie's story as to why they're traveling, as an alternative to summarizing the whole movie up to that point, since as Kermit points out, "it'll bore the audience!"
What's even better? When Kermit and the others get trapped in the desert, Electric Mayhem find them because they read about it in the script beforehand.
Dr. Teeth: It's the man with the badge, the PO-lice, the cops, the fuzz, the P-I-...
Miss Piggy: Don't you dare!
Dr. Teeth: I wouldn't think of it.
Fozzie driving through a forest, looking around appreciatively. "Ahh, a bear in his natural habitat. (Beat) A Studebaker."
Fozzie: There was this sailor, who was so fat...
Fat Sailor in Audience: How fat was he?! (smashes bottle on table)
Fozzie: Uh...he was so fat that everybody liked him, and there was nothing funny about him at all.
"I'm a professional! I've had three performances!"
Swedish Chef's description of the malfunctioning projector, ending with "Der flip flip flip flip flip!"
The exchange between Fozzie and Gonzo in the car:
Gonzo: I always wanted to go to Bombay, India, and become a movie star.
Fozzie: You don't go to Bombay to become a movie star. You go where we're going, Hollywood!