Has his own segment on sesame street, it's called "Elmo's world". Just to show some perspective into his evil mind. Doesn't that give you a hint that he wants to own the whole world? (please don't tell him I said that... PLEASE!)
Unless you live there, I just wouldn't even go down Sesame Street at all. If that's your usual route to wherever it is you go, a piece of advice: take a detour. An extra 5 minutes of being lost is worth your life.
Some sources say that he is affiliated with the likes of Big bird AKA "papa peck", Baby bear AKA "Big Biz", Alvin and the chipmunks, cookie monster and Kermit the Frog. That would be true. The same source also claims he is connected with Bert and Ernie but that's some bull. He doesn't fuck with those two faggots.
You'll usually see him around the big plaza of Sesame Street. If he's by himself, don't even talk to him. But if he's with his girlfriend Zoe, he'll be a little more patient with your biz.
He is rumored to be Elmo by day (A badass), and grover by night (A superhero). I can neither confirm nor deny that information.
One last time so you understand: He is cute, but EXTREMELY dangerous. If you see this individual, please call 1-800-ELMO-DIE. Remember you CAN remain anonymous.
Elmo- great businessman, but the truth, do not mess with him.