The Storyteller: Darker side of the Muppets is well worthwhile.
The Storyteller series - most of which I saw as a child when they aired in the last half of the Jim Henson Hour (when they aired in 1989-ish) are amazing, mysterious and quite unique - there really isn't anything else quite like them as far as I can tell.
I would imagine that almost anyone describing the segments would use the term 'dark' but perhaps that is the first term which comes to mind since they just seem so extremely UN-Disney to our 2012 eyes.
The Storyteller stories are bleak, and sometimes even borderline brutal, indeed - but they are nevertheless visually stunning and the intriguing situations in which the characters often find themselves in are not at all typical, predictable old good-vs.-evil fluff.
In short, watching these as a child never quite gave me nightmares but they did make me thing and the stories have stuck with me ever since.
Never seen it?
It is pretty gooood