Penguins in film
Wallace & Gromit: The Wrong Trousers features a ruthless criminal penguin (animated). Also the protagonist of the dialogue-less Swiss animation Pingu that has been running since 1982.
Other meanings:
A British publisher - see Penguin Books
A supervillain who is encountered in the Batman comic books.
A missile, see Penguin missile.
A Feynman diagram, e.g. http://feyndiagram.com/examples/penguin.php
An ice hockey team - see Pittsburgh Penguins