The Penguin first appeared in two consecutive issues of Detective Comics.
DETECTIVE COMICS #58 - "The Penguin"
Bruce Wayne and Dick Grayson are visiting an art exhibition when they take note of an odd little man who resembles a penguin. Suddenly, one of the guards announces the two small Watteau paintings have been cut from their frames. All of the meseum's patrons are searched, but the paintings are not found. Later, the odd little man goes to a hotel of one of the biggest racketeers in town, known only as the "Boss," introduces himself as the Penguin and produces the stolen paintings from inside the handle of his umbrella. The Boss lets him join the gang, and soon Penguin is directing all of the mobs activities and planning their jobs.
The next day, Bruce Wayne is at the Stahl Auctioneering House and sees the same odd little man he saw at the museum the day before. Suddenly the lights go ouot, and when they come on again, the Great Columbia Diamond is missing! Later, at the Boss' headquarters, Penguin insists on his share of the money for the robberies he has planned, but the Boss says, "You're gettin' too big for your shoes -- I've gotta teach ya a lesson so's you won't step into mine!" The Penguin replies, "This was bound to occur sooner or later -- might as well get it over with now." He shoots Boss with his umbrella and takes over the mob.
Later, in a waterfront dive, a disguised Batman overhears two of the Penguin's men planning to hit the Stahl Auctioneering House again. Batman is there waiting for them, and manages to overcome them both before the Penguin himself arrives. When the Batman moves to apprehend him, the Penguin subdueshim with knock-out gas fired from guess where? the Penguin then frees him men, steals a jade idol from the vault, and trips the alarm. When the police arrive, they find the Batman just coming to his senses. they take the dazed Batman to a luxurious mansion as a "formality," explaining, "We want you to tell Mr. Boniface what happened to his idol." Just then, in walks Boniface himself: the Penguin!
Boniface alleges that the Batman has been threatening him for weeks, demanding protection money and saying that he himself so well-known that no one would believe Boniface if he spoke up and complained. Boniface presses formal charges, and the police have no choice but to haul him off to the station in a paddy wagon. On the way, however, the Pernguin's men t-bone the police van. The cops are knocked unconscious and the Batman is dazed. Penguin's men haul himback to the mansion, where Penguin explains the frame-up. First of all, his idol was insured, so he'd collect for it being "stolen" anyway. Now that the Batman has "escaped" police custody, if he stays there he's guilty, but if he escapes he runs the risk of being shot by the police.
They tie him up, but he activates his wireless radio (which is now in his boot rather than his belt buckle where it has been all along) and taps out a message in Morse code to Robin that he's being held in the Boniface Mansion on Lincoln Ave. Robin arrives and a fight ensures, but the Penguin gets the drop on them with his umbrella and calls the police. Batman decides to beat a strategic retreat, but for the next several nights a blind man and a street urchin are seen standing outside the Penguin's mansion. They trail him to the gang's next job, in the bowery where a "humble flop house" stands next to the "tall stately building" next door which houses the diamond exchange.
B&R burst in just as the crooks have broken into the vault, but the Pengiun shoots acid at them from his umbrella. He misses (and hits one of his own men in the process), but escapes in the confusion. Batman chases him to the elevated train station nearby. Their scuffle throws them onto the tracks on an oncoming train. Penguin manages to leap aboard the express train on the next track, but Batman is trapped under the local until it departs. Batman is able to clear his name, but the Penguin has gotten away. "Somehow," he speculates, "I feel we'll meet him again!"
DETECTIVE COMICS #59 - "The King of the Jungle"
"Again" comes in the very next issue. Batman knows the Penguin's name and address, so the Penguin switched to a frieght train heading toward the midwest. Inside the boxcar he meets Lefty Larry and Mike the Tramp. He gets their attention by shooting the hat off Mike's head (with his umbrella, 'natch), and outlines his new plan. Mike and Lefty spread to word to all the tramps with criminal records to gather in the hobo jungle (the "jungle" of the title) outside Boswick. His plan to to turn each of the hobos in for their respective rewards, break them out of jail, them split the profits. Coincidentally, Bruce Wayne and Dick Grayson happen to be on vacation and are on a train passing through Boswick when Dick spots the Penguin.
That night, the Penguin turns one of the bums in for a $15K reward. Later, "a pudgy, smartly-gloved hand drops a tiny pellet into the jail's ventilating system." The resultant gas knocks out the guards and the hobos free Mike. Back at the hobo jungle, Batman and Robin go on the offensive, but they, too , are overcome by knockout gas fired from... Aw, you guessed! They come to their senses with their feet tied together, hanging upsidedown from hooks in a box car. That's not much of a "deathtrap," so they quickly free themselves and return to Gotham City. Once there, they consult Batman's "personal rogues' gallery" and learn that Penguin's man "Bignose" is wanted in Memphis, Mike the Tramp in Arkansas, and Lefty in Texas.
Days later, the Penguin runs his scam in Memphis, and Batman deduces that Arkansas will be next. They fly there in the batplane in time to catch Penguin in the act of his next job. He fires teargas, from his boutonniere this time (ha! fooled ya!), but the handle of him umbrella is weighted with lead. Batman and robin pursue him to the Mississippi River where he and his men board a riverboat. A fight ensues. Batman and Robin are knocked overboard, but ride the paddlewheel back on deck. The Penguin attacks Batman with his unbrella-sword, but realizes he is outmatched, jumps overboard and does not resurface.
BATMAN: Well -- the end of the case -- and certainly the end of the Penguin, eh, Robin?
ROBIN: I dunno! I've got a funny feeling --
BILL FINGER: Only the silent waters of the Mississippi know the answer of the Penguin's end, and they won't tell!

Replies
THE BRAVE & THE BOLD #191 - "Only Angels Have Wings"
The Penguin has a plan to steal the holy relics of St. Vitus by faking his own death and implicating the Joker. He appears on local TV and is "killed" on air by "the Joker." Prior to that, the Penguin had been making contributions to St. Vitus Cathedral on such a massive scale that the Pope himself sent a special emmisary to attend the Penguin's funeral, along with the holy relics of of St. Vitus. But the Batman sees through the Penguin's disquise, a nun (or a "penguin") and captures him, as well as the Joker (who is on the scene to exonerate himself).
DETECTIVE COMICS #526 - "All My Enemies Against Me!"
The Peguin joins a group of 16 of Batman's enemies (soon to be 17) at an old theater in Crime Alley. The meeting has been called by the Joker in response to King Croc's campaign to kill Batman himself. And that's actually the last we see of the Penguin in this story. With 18 villains (including King Croc) in this story, it's only natural that writer Gerry Conway would lose track of at least one of them.
BATMAN #400:
Ra's al Ghul has freed virtually all of Batman's foes from Arkham Asylum and the state penitentiary. He and the Joker are co-leaders of a strike force consisting of Killer Moth, the Mad Hatter, the Cavalier, Dagger and Deashot, who capture police headquarters by dropping an electrified net over it. Penguin and the others are doing this for ransom, but it soon becomes clear that the Joker is just doing it because he's crazy, and they have a falling out. Soon, Batman, Robin, Catwoman and Talia arrive and capture them all.
DETECTIVE COMICS #568 - "Eyrie"
This is "Chapter 2" of the Legends crossover. Whereas the "Legends" series itself is one of my favorite crossover series, I had already learned the lesson that one need not buy every crossover issue. I bought this one because I was regularly buying Detective Comics at the time, but I doubt I've re-read this individual issue since. As a matter of fact, it came as a bit of a surprise to me that the Penguin was even in it. What I remember most about this story is that it is the first appearance of G. Gordon Godfrey (in that guise, anyway), but he didn't look at all like Jack Kirby's Glorious Godfrey. Artist Klaus Janson drew a typical "evangelical" type that was not at all on model. (I blame editor Denny O'Neil for this oversight.)
BATMAN ANNUAL #11 - "Love Bird"
The Penguin is up for parole. While serving his time, he met a woman, Dovina Partridge, through the personal column of the Ornithological News, and they fell in love. Batman shows up at Oswald Cobblepot's parole board hearing to speak against his release (this is the first time I've seen his name used in a comic book story, BTW), but they are not amenable to hearing the statement of a vigilante. Cobblepot is released, and Dovinia insists that he go straight. He opens up an umbrella factory, but word on the street is that he's hiring former memebers of his gang and other criminals. Invistigating the rumor, Batman and Robin find it to be true. As it happens, Cobblept really had gone straight, and only hired ex-criminals to give them a new start. But congregating with known criminals is a parole violation, so Batman had no choice but to arrest him. Batman again speaks to the parole board, this time on Penguin's behalf, but regardless of his intentions, he was still inviolation of his parole and is sent back to prison. Batman arranges for Dovina to visit him, and she agrees to wait for him.
A bittersweet ending, but this would have been a good point at which to bring the Penguin's story to an end... if comic book characters were allowed to have endings.
SECRET ORIGINS SPECIAL #1:
This one-shot tells the origins of three of Batman's rogues linked by a framing sequence concerning a special epsiode of the Steve Jones Investigates TV show. The "Penguin" sequence delves into his childhood and features some distinctive artwork by Sam Keith, but the ending provides no resolution.
DETECTIVE COMICS #610-611 - "Snow and Ice"
Part One: "Ode to a Penguin
We are now entering a phase in the "Batman Villains" discussions in which I didn't necessarily read every comic a bought, a phase which led to my precept "Don't buy what you don't read." The Penguin has died of a heart attack while working out in the prison gym. the story opens at his funeral. He's not really dead, of course (spoiler). He's actually in a death-like coma, put there by Mortimer Kadaver. their deal had been that, once Penguin's men revive him, that he would free Kadaver in return. But Kadaver expected to be betrayed, so he withheld the real phrase that wake the Penguin up. Consequently, the Penguin's men are forced to free Kadaver in order to revive their boss.
Part Two: "Bird of Ill Omen"
The "snow" and "ice" of the title refer to cocaine and diamonds. Penguin ends up betraying Kadaver again (resulting in the latter's death), but ends up being recaptured by the Batman after all.
NEXT: "The Penguin Affair"
THE PENGUIN AFFAIR:
BATMAN #448 - "Pawns"
The Penguin befriends Harold, a mute, hunchbacked idiot savante who has invented a means of controlling birds via microwaves. Penguin also kidnaps Sherry West, and actress who plays a character on TV he has fallen in love with.
DETECTIVE COMICS #615 - "Bird of Ill Omen!"
Penguin plans to betray Harold as soon as he gets what he wants from him. In fear for her life, Sherry West plays along with the Prnguin's delusions. Penguin's birds bring down an airplane and force the Batmobile off the road. Batman survives, but the birds follow him and infiltrate Wayne Manor via the Batcave. Batman discovers the means to jam Penguin's control device via ultra-sonics.
BATMAN #449 - "Winged Vengeance"
Penguin's plan is to sell the bird-control device to the highest bidder. Harold learns of Penguiin's plan to betray him, and also fals in love with Sherry West. Batman disrupts the auction. Harold facilitates Sherry's escape, then disappears.
This three-parter is written by Marv Wolfman and Alan Grant, and drawn by Jim aparo, Norm Breyfogle and Mark Bright. I've owned these comics for 35 years and read them for the first time today. Take that, Precept #1!
BATMAN 3D: [See "Joker" discussion for details.]
1992 brought Batman Returns, and with the movie came a pair of one-shots (with diptych covers) featuring the cinematic villains: Catwoman Defiant and...
PENGUIN TRIUMPHANT:
In this one, the Penguin decides to go legitimate, but that doesn't mean straight. Art is by Joe Staton. I've been familiar with him since E-Man #1 (one of my earliest comics), but I didn't become a fan until he did a guest stint on Howard Chaykin's American Flagg! (right around the same time he was the regular artist on Green Lantern). E very once in a while get get in a "Staton" mood, and here's one I didn't even realize I had.
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