It's complicated. There are a few that are not online but known to exist, though it's questionable if whoever has them (probably the Jim Henson archives) would be inclined to do a more widely acceptable release rather than the occasional screenings at special events like they've been doing.
However, most of the episodes are more than likely lost in the old school meaning of the term "lost media", where the media in question doesn't exist anymore. They were aired live and were rarely recorded, which is extremely common amongst TV shows from that time period. Even if TV shows were recorded, a lot of the time studios would wipe the tapes after for various reasons (or just dump them in the Upper Bay in New York), so it's pretty good that we've still got some episodes around. If there are other episodes out there, they'd fall into the category of "maybe someone will find this in their grandparents' attic" rather than trying to get in contact with people to get them released.