All mentions of Weird Al's 1982 Missing Persons opening I could find (no audio or video is available online, only photos):
https://www.youtube.com/watch?t=1217%C2%A0&v=AK4dCv8zGco&feature=youtu.be (Behind the Music special along with some photos)
https://www.weirdal.com/archives/miscellaneous/set-lists/ (April 9th, 1982)
https://www.weirdalforum.com/viewtopic.php?t=6700 (fanmade forum talk)
https://youtu.be/tA3EouxEuDk?t=34 (The Al's band song "Al's Band" mentioning the show)