Continuity mistake: At the end of the film the plane they are initially flying on is a typical passenger plane, but when the Muppets are thrown out, the plane is one used for skydiving.
The Great Muppet Caper (1981)
Ending / spoiler
Directed by: Jim Henson
Starring: Frank Oz, Jim Henson, Dave Goelz, Jerry Nelson
The Muppets all catch Nicky and the models just as they are about to steal the Baseball Diamond. An actual game of baseball occurs with the diamond, but as Kermit is going back for a long fly ball, he is grabbed and held at gunpoint by Nicky. He is saved when Miss Piggy crashes into the Mallory Gallery on her motorcycle and whips up on the bad guys with karate. The gang heads back to America and again are thrown out of the plane over land. Their parachutes inflate, and as they descend, they sing the big show number from the beginning of the movie as the credits roll.
stradabolt
Gonzo: I wonder how far you could plummet before you blacked out.
Kermit: Uh, don't try it, Gonzo. We need you for this movie.
Gonzo: Sure is tempting.
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Answer: As shown in Nicky's office, him and the models are professionals, judging from the different tools that they are using and a map of the Mallory Gallery. All they would have to do is watch and wait for the dogs to leave a specific area, and they would be able to get in because of how quiet they were while Kermit and friends were caught because of how much noise Animal made while trying to eat through the bars.