I love penguins. I saw the documentary on Penguins from the BBC1's/David Attenborough's 'Planet Earth' series last year which was truly fantastic. If you haven't watched the series, I highly recommend it. It is one of those classic, timeless series that makes TV really worthwhile.
I found the below clip on youtube. There are clips from the movie 'March of the Penguins' (which I have yet to see) alongside Natalie Grant singing 'Held'. She's a good singer, I like her. I have her album. Enjoy!