I stumbled across penguins appearing in a Curious George episode while watching a collection of the show's episodes on the Curious George - Zoo Night & Other Animal Stories DVD. The "Zoo Night" episode is about the monkey named Curious George accidentally getting locked in the zoo. As he tries to find his way out, he ends up letting the animals lose and then must get them all back in their proper habitats. One of the animals featured are penguins. The penguin appearance is quite brief, but it is there.