Sarah Rodman’s notes on Thursday’s TV offerings including “Independent Lens: Being Elmo: A Puppeteer’s Journey” at 9 p.m. on Channel 2, “God is the Bigger Elvis” at 8 p.m. on HBO, “The Big Bang Theory” at 8 p.m. on Channel 4, “Tent City U.S.A.” at 9 p.m. on OWN, and “Up All Night” at 9:30 p.m. on Channel 7.