Penguins cannot tolerate warm sea water. The extreme limit of their range is marked by a line linking places with a mean annual air temperature of 20C (surface waters are warmed accordingly), so they are effectively trapped by a thermal barrier and restricted to the cold waters of the southern hemisphere. An ill-fated experiment introduced a small number of king, macaroni and jackass penguins to the Lofoten Islands, off the Norwegian coast, in 1936-38. The last recorded sighting was in 1954. Some suffered at the hands of local people who regarded them as bogeymen. None attempted to nest, probably because there weren't enough of them to encourage the noisy sociability which stimulates courtship. (Penguins breed freely enough in northern zoos, when they are kept in good numbers in close proximity.) But the experiment was not a good idea anyway.
Auks occupy the equivalent niche in northern latitudes and are a hugely successful family, not needing competition from alien penguins. They are not related to penguins, but look alike because they are designed for the same way of life - a classic example of convergent evolution. So if you want to see a wild penguin, go south.