www.puppeteers.orgThe Puppeteers of America have a bulletin board on their website. I highly recommend visiting it, as they often have news about internships and other jobs there. It's updated frequently. (I wish we had something like that here!)
www.unima-usa.org might have some job info too, but at the very least they'd have info for local companies - even a 'Yellow pages' for puppeteers. (Or is that PoFA?)
Having read about jobs for Henson via Muppet Central, you'd be very lucky to get a slot - so keep looking in the meantime.
I've spent a lot of time in the arts career/advice area and one thing I can recommend is just visiting companies/venues/shows and trying to meet the people face-to-face. Volunteering for a company will get you an in, allow you to meet the people running the company, and show your dedication and skills. It may not be paid work - or even an internship - but everyone needs volunteers whereas not everyone can afford to hire an intern.
By far, the best advice is to use a multi-pronged 'attack'
Meeting people face-to-face will mean they're more likely to remember you; applying for advertised jobs/internships will get you more chances of finding a role suitable to your interests; finding and keeping up-to-date with industry news will mean you can approach people with a better understanding of what they're doing; etc. It all helps.
PS. Welcome!!