(e.g. Melvin describes how his nose doesn't always look like a nose, referencing penises.)

Some of the puppets discuss their own (as well as Jeff's) sex lives, and while only Melvin makes any blunt references, there are euphemisms aplenty amongst the rants of the other puppets.

Achmed can get a little violent because he's a dead terrorist, nothing graphic at all, though.

one incident is where he says people in arizona are on fire

-Peanut says "What the f..." but is cut off before f-bomb is dropped.

-Walter describes the sounds of the city of New York. He says "Hey Motherfu...." amongst other noises, but again is cut off before he says it.

-"Ass" ,"damn", "screw you", "Son of a bitch", "goddamn", "hell", "bitch", and more.

Some anatomical and scatological references.

his puppets will say things like what are you on?

None.