Crump (as "Nightmare Penguin") and "Flying Penguin" equipped with "Penguin Sword".
"Penguin" (ペンギン Pengin) is an archetype used by Crump and Rio Kastle in the anime. Most of the "Penguin" monsters are Normal Monsters with unremarkable ATK and DEF. The Effect Monsters can be useful and splashable such as "Penguin Soldier" and "Nightmare Penguin".
"Penguin Soldier": This is one of the the best cards of the "Penguin" archetype. This card can send 2 monsters on the field back to their owner's hand; You can even Flip this card to return 1 monster your opponent controls and this monster, so you can re-use this card's effect. This card is especially effective against Synchro and Xyz Monsters, since they will leave the Field entirely, which will lead to an instant +1/2 when "Penguin Soldier" is flipped. Also, this card allows its player to work around the effects of cards that negate destruction, such as "Legendary Six Samurai - Shi En" and "Stardust Dragon".
"Nightmare Penguin": Much like "Penguin Soldier", this card can bounce many of your opponent's stronger monsters. This card can only target 1 card, but it has a basic 1800 DEF, and might withstand an attack which "Penguin Soldier" may not. It is also Level 4, which makes it a perfect target for "The Great Emperor Penguin".
"Flying Penguin": At first sight, completely worthless. However, it can be targeted for the very important cards like "The Great Emperor Penguin" and (mostly useable) "Rescue Rabbit". This makes it more useable than "Nightmare Penguin" in the strong plays which the "Penguins" can provide.
"Bolt Penguin": within the OCG much like "Flying Penguin", this card has unremarkable attack and defense, but can be used by "Rescue Rabbit" to bring out strong xyz monsters such as "Leviair the Sea Dragon" and start the process all over again.
"The Great Emperor Penguin": The 1st specific TCG/OCG support card for "Penguins". You can Tribute it to Special Summon up to 2 of the other "Penguin" monsters from your Deck. Unfortunately, you can't Special Summon them face-down to benefit from "Penguin Soldier", but it is still probably the best "Penguin" card. With its effect, many power-plays are enabled, and therefore it is (currently) the "Penguin" Deck's source of winning. Also, if you use "Great Emperor" to Summon 2 "Flying Penguins" you can Xyz Summon cards like "Number 39: Utopia", or if you are loyal to WATER attributes, and if you have another Level 4 monster on the field you can Summon "Number 32: Shark Drake" and use it to summon "Number C32: Shark Drake Veiss". Another tactic is to combine that with "Lemuria, the Forgotten City" to raise their levels. This makes two "Flying Penguins" both Level 6 and three to Level 7 to make powerful Xyz monsters such as "Photon Strike Bounzer" and "Mermail Abyssgaios".
"Puny Penguin": The 2nd specific TCG/OCG support for "Penguins;" a tad weaker than the "The Great Emperor Penguin "but useful in bringing back the likes of "Penguin Soldier" and "Nightmare Penguin" from the Graveyard, even the "Great Emperor" himself to reuse his effect.
"Penguins" seem to focus on bouncing cards back to its owner's hand with cards like "Penguin Soldier" and "Nightmare Penguin". Cards like "Neo-Spacian Grand Mole" can be used in this Deck to keep with the bouncing theme. You can also use "Degenerate Circuit" to banish the cards you bounce instead of returning them to the hand. The Trap Card "Spiritual Water Art - Aoi" can dispose of monsters that you returned to the opponent's hand, so using it after using "Penguin Soldier" or "Nightmare Penguin" is a great combo to get rid of those strong monsters. By using "Book of Moon", you can re-use these effects to return cards to the opponent's hand again. One can also utilize the card "Turnabout" in combination with "A Legendary Ocean" to change all monsters on the field to face-down defense which will also allow you to re-use your penguins effects while stopping your opposition.
Splashable cards, such as "Monarchs", are highly useable to fill out the Deck.