A Comic Book History of the Penguin
(Derived from Comics.org; unfortunately, the majority of comics and stories in this database lack synopses, although most include the covers.) I'm skipping the many, many times that the Penguin was used as a back-up villain in a story.
1941 Detective Comics 58: One of the Most Perfect Frame-Ups (first appearance)
1942 Detective Comics 59: The King of the Jungle Batman 11: Four Birds of a Feather [secondary story to Joker lead] Detective Comics 67: Crime's Early Bird (Cover - good) Batman 14: Bargains in Banditry [secondary story] (Cover)
1943 Batman 17: The Penguin Goes A-Hunting [secondary story]
1944 Batman 21: The Three Eccentrics [secondary story] Detective Comics 87: The Man of a Thousand Umbrellas (Cover - cute) Batman 25: Knights of Knavery (first team-up with Joker)
1945 Batman 27: The Penguin's Apprentice Detective Comics 99: The Temporary Murders (Cover) Batman 30: Back to the Big House
1946 Batman 33: Crime on the Wing Batman 36: The Penguin's Nest Batman 38: The Penguin on Parole! (Cover - I like it!)
1947
Detective Comics 120: Fowl Play (Cover: Cover - um...)
Batman 41: The Bird Cage Bandits!
Detective Comics 126: Case of the Silent Songbirds (Cover - evil!)
Batman 43: The Blackbird of Banditry! (Cover - cute)
1948
Detective Comics 134: The Umbrellas of Crime
World's Finest Comics 35: Crime by the Book [secondary story]
Batman 48: The Fowls of Fate!
1949
Batman 51: Pee-Wee, the Talking Penguin!
Batman 56: The Riddle of the Seven Birds! [secondary story]
1950
Batman 58: The State-Bird Crimes! (Cover)
Batman 61: The Mystery of the Winged People [secondary story]
1951
World's Finest Comics 49: White Feather for Batman [secondary story]
Detective Comics 171: The Menace of the Giant Birds (Cover, with "Pow-Wow Smith, Indian Lawman!")
1952
World's Finest Comics 55: The Bird Sayings Crimes [secondary story]
Batman 70: The Parasols of Plunder
1953
Batman 76: The Penguin's Fabulous Fowls! [secondary story]
1956
Batman 99: The Golden Eggs! (also includes the scary sounding "It's Fun to Belong!")
1963
Batman 155: The Return of the Penguin [secondary story]
1965
Batman 169: Partners in Plunder! (Cover - pretty good)
1966
Superman's Girl Friend, Lois Lane 70: The Catwoman's Black Magic! [cameo] (Cover only)
1975
Christmas with the Super Heroes [and yes, Santa has a cameo] (!!!) (wait, it gets worse:) The Super-Villains Speak Out on Christmas (what could the Penguin have against Christmas?!)
Batman Limited Collector's Series C-37: Batman's Television Villains [1-page], Table-Top Diorama (the Penguin cut-out doll???)
World's Finest Comics 227: reprint of "The Cape and Cowl Crooks" from World's Finest Comics 159 [secondary villain] (Cover - small Penguin pic, but where else are you going to find the disembodied head of Rip Hunter(r)?)
1976
Batman Limited Collector's Series C-44: Can you find 6 big birds [yes, the Penguin's been reduced to an educational supplement]
Superboy 216: Penguin steals the Hostess Twinkies!
1977
Detective Comics 473: The Malay Penguin
1979
Detective Comics 483: Happy Anniversary from the Whole Batman Family! [the 2-page horror!]
Detective Comics 484: Sinisterly Yours--The Super Villains!
1980
The Brave and the Bold 166: Requiem for 4 Canaries (Cover - good)
World's Finest Comics 261: Showdown at Gotham City (Cover - small)
1982
The Brave and the Bold 185: The Falcon's Lair
The Brave and the Bold 191: Only Angels Have Wings (plays dead) (Cover - dead)
1984
Detective Comics 541: C-C-Cold!
1986
Detective Comics 568: Eyrie (Cover - indirectly, through his birds)
Who's Who ... 17: Penguin article (Cover)
1989
Secret Origins Special 1: The Killing Peck (origin story) (Cover - pretty good)
1990
Detective Comics 610: Ode to a Penguin (Cover - gravestone memorial and birds)
Detective Comics 611: Bird of Ill Omen (Cover - extreme close-up)
Detective Comics 615: Bird of Ill Omen!: The Penguin Affair 2 (Cover - outline)
Who's Who in the DC Universe 5: Penguin article (update of 1986 Who's Who)
1991
Detective Comics 683: Odds Against (Cover - in silhouette surrounded by Bond girls)
Detective Comics 684: A Twice Told Tale (Cover - the archtypical "Batman leaping upon a villain shooting a machine gun at him")
1992 (based on the cartoon from here on)
Batman Adventures 1: Penguin's Big Score (Cover - typical "overshadowing Batman" cover): "Batman has to stop the Penguin from becoming the biggest philanthropist in town."
The Batman Gallery 1: no-name 1-pager reprinted from Batman 374, followed by reprint of the 1966 Penguin Topps card
Batman: Penguin Triumphant: tie-in with Batman Returns: "The Penguin apparently reforms"
1994 (somebody decided to make the Penguin real ugly-looking, like he's 157 years old and stays alive by sucking his face in)
Showcase '94 7: Cracks (Cover - ugly!): "Gordon interrogates the Penguin"
1995
Batman: Ghosts--A Legends of the Dark Knight Halloween Special: rip-off of A Christmas Carol, with Batman as Scrooge and the Penguin, Poison Ivy and the Joker as the three ghosts
1996
Batman and Robin Adventures 4: Birdcage (Cover - good picture of the animated Penguin)
Batman: Shadow of the Bat 60: Killer Killer: Part Two (A whole lot of cameos)
1997
Batman 548: Burning Faces (origin flashbacks) (Cover - looks like a cross with the Joker)
Batman 549: The Egyptian Falcon (Cover)
Batman: Legends of the Dark Knight 117: Bread and Circuses
Batman: Shadow of the Bat 66: Illusions Part Two
1998
Detective Comics 722: Statistics [lead character] (but not on the cover)
Batman: Shadow of the Bat 74: Cataclysm Part Nine
Batman Villains Secret Files 1: Lost Pages: The Penguin [secondary story]
1999 (big year for cameos)
Detective Comics 733: Shades of Gray
2000
Catwoman 76: Strange Bedfellows (Cover - back to being ugly again)
Catwoman 77: Pay Back
Batman/Lobo: Bustin' Th' Bad Boys [this whole issue is just plain weird]
Silver Age: Teen Titans 1: (Cover only)