Some are aliens - however most are not. Some Muppets are aliens (such as Gonzo, Craniac, and the Koozebanians); others are simply animals (such as frogs, bears, pigs, dogs, prawns, and chickens); others are humans (such as Statler & Waldorf, Scooter, Clifford and Dr. Teeth) and others are monsters (such as Sweetums, Big Mean Carl, and Thog). See the list of Muppet aliens on Muppet Wiki for more extra-terrestrial Muppets.