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.
"Have we said that this show is for the birds?" "Yes, and we're going to KEEP saying it until it gets a laugh!"
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.)
Sesame Street had at least three very early "Ernie and Bert" segments where Bert loses his nose.
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.
The Mr. Potato Head Show: Most jokes that involve referencing previous events in the episode don't happen often enough to qualify as Running Gags and are instead brick jokes, but there's one that recurs often enough: Mr. Potato Head saying, "Please don't say X. It makes me uncomfortable." Words like "bosom" and "evacuate" fill in the X.