Muppets from Space (1999)

Gonzo receives an unexpected message from his breakfast cereal claiming that he is descended from aliens from another planet. As he tries to make contact with his extraterrestrial family, his search draws the attention of a secret government agency, and he is kidnapped by the men in black. Kermit and the rest of the Muppets set out to rescue their friend and help him reconnect with his long-lost family.