Tiny Elvis was apparently a sketch on Saturday Night Live, but I will always remember it as being the best Windows 3.1 program ever. When run, it manifested itself as a tiny (icon-sized, in fact) version of The King, in Vegas jumpsuit. Double clicking would cause him to stand up, strike a dynamic pose, and deliver an appropriate Tiny Elvisism, such as:
Of course, Windows 95
had to go and spoil the fun by introducing the taskbar
for minimised programs.