The "To the South Pole" episode of Dora the Explorer does appear on one of the Dora DVDs, so I kind of went back and forth between if this should be a movie or television show with penguins. In the end I am entitling it a television show, as that is what it started as, but am going to label it to be filed in both categories. The DVD it is on by the way is Dora the Explorer - Meet Diego.
In "To the South Pole" Dora and her cousin Diego discover a penguin at the Animal Rescue Center and end up going on an adventure to take the penguin back to his home in Antarctica. This is a fun unique Dora episode because it has them going on a plane and a snowmobile as part of their journey. Of course, it is also an awesome episode because of the penguins.