Less than two weeks before the Muppets, with much anticipation, return to the big screen in the movie of the same name, a smaller film has arrived involving another of Jim Henson’s timeless creations.

“Elmo is just checking in. How is everybody doing?” In a handful of words on X (previously Twitter), Elmo, the beloved red Muppet of “Sesame Street,” unleashed a wave of unvarnished emotion from ...