Elmo's Musical Adventure: The Story of Peter And The Wolf - S0.E33
Overview
Peter and the Wolf (marketed as Elmo's Musical Adventure: The Story of Peter and the Wolf) is a 2001 Sesame Street adaptation of the musical story "Peter and the Wolf" by Sergei Prokofiev. The narrative uses Prokofiev's original score, as performed by the Boston Pops Orchestra.
This special was released on DVD in 2001. It was rereleased in 2008, packaged with Sing Yourself Silly in a Sesame Street Double Feature.
The DVD version includes various extras including a game in which you must match the sound of an instrument to its picture and a game that involves matching a theme from the ballet to the corresponding character. An additional section allows you to watch scenes from the story with just footage of the Boston Pops playing the piece (in these scenes, Baby Bear and Papa Bear can be seen on location in Boston Symphony Hall). Information on the Muppets and a parents section round out the extras.
More details can be seen at Muppet Wiki:
http://muppet.wikia.com/wiki/Peter_and_the_Wolf