In the episode of The Muppet Show featuring Rudolf Nureyev, Miss Piggy tries to seduce the guest star in a sauna. He gets away from her while leaving a Nureyev-shaped hole in the wall.
In an episode of Sesame Street, after Cookie Monster has a nightmare about cookies, Ernie shows him a plate of cookies. When he sees the plate, Cookie Monster runs screaming out of the bedroom, leaving his outline in the door.
In another Muppet sketch, Farley does this after Herry Monster interrupts his lecture on things you can do with your mind: "Now I'm planning again. I'm planning to run!"
In The Muppets, Walter is asked to perform alongside the Muppets at the big fund-raising telethon. However, he has an attack of stage fright right before he's due to go on and runs through a brick wall, leaving his outline in it.