Two 'MRN' questions...

I beleive that all or most of the puppets are at the Pittsburgh Children's Museum.

The song that you are thinking is was usually sung by Lady Aberlin, but I think others occasionally sang it. And, its lyrics changed sometimes, but it was most commonly:

"You are pretty, you are black, you are beautifuly dressed in lovely fur, finely curled, perfectly you are pretty, elegant, you are black."

I could never really understand why Lady Aberlin sang the line "you are black", given that Henrietta's fur was more gray than black. I suspect that nowadays, they might not have used that line.

I do have one theory about that line: I think that the first time that song was used, back in 1970, Henrietta actually sung it to Lady Aberlin (obviously it was sung as "Meow meow pretty", and Lady Aberlin was wearing a black fish costume in that episode (in that same episode, Fred received a black angel fish for his aquarium), so it made sense for Henrietta to sing that line. And then Lady Aberlin changed the song around to make it be about Henrietta, and she kept that line, and I guess it just stayed. I also think Henrietta's fur was darker back then (I guess it faded), but I still thought it was more gray than black.