Muppets, The - On The Go! ROM Download for Sega Pico. Play Muppets, The - On The Go! online or download Sega Pico game in USA (English) version only at ROMsDownload. Muppets, The - On The Go! game for Sega Pico works on computers and mobile devices with an emulator. This ROM is the best quality available and also plays on Android and iOS phones or tablets using Sega Pico app.