I can corroborate with my own memory of the existence of this Sesame Street special. It aired one evening when my family was visiting my grandmother in Connecticut (therefore, probably a Friday or Saturday), and we all watched. In addition to the details enumerated by Jeriendhal, I recall that the transfer from the museum to the underworld involved a lot of shaking-quaking. (I don't think I'm conflating that scene with the G.I.Joe-meets-pagan-gods episode; that one involved a sinking stone floor in a temple.)