Super Mario 64 and Super Mario 64 DS
Super Mario Galaxy and Super Mario Galaxy 2
Penguins appear in Super Mario Galaxy very often, there are in, Beach Bowl Galaxy, Bouy Base Galaxy, Sea Slide Galaxy, Loopdeloop Galaxy, Loopdeswoop Galaxy, Drip Drop Galaxy, Big Bass Galaxy (Penguru), and one lone penguin at Freezleflame Galaxy.
Mario Strikers Charged
In the game, they make cameo appearances in the cheering crowd.
Mario Sports Mix
Penguins only appearance is in Sherbert Sea. Penguins are waving on glaciers.
Super Mario Odyssey