The penguin is quite closely related to King Arthur's queen Guinevere. Gwyn- means "white" in Keltic, and "penguin" is literally "white head" in the Welsh/Cornish/Breton branch of the family. Now some might object that the bird in question doesn't possess a white head, but that's because the original penguin wasn't the Antarctic creature but the Great Auk, a flightless swimming bird of the North Atlantic. It didn't have a white head either, but that bird in its turn was named from Penguin Island, near Newfoundland. In other words, the original White Head seems to have been a geographical feature of the island, not a biological feature of the bird. Penguin Island was named by the Bretons, the first exploiters of the North Atlantic fisheries. The defenseless-but-tasty Great Auk was eventually exterminated (the very first mention of them in English describes how at Penguin Island the birds were simply rounded up like sheep and then herded onto a ship via the gangplank), and the name was transferred to the somewhat similar black and white flightless Antarctic bird we now know.
As a side note, the Welsh and Cornish "pen-" root is in other coastal place names where it means cape or headland — Penworthy, Penzance, and Pembarton, for example. Inland, it means "hill". (Many languages use the word for "head" to mean cape — Latin cape (capo) itself, English head (Beachy Head, etc), Arabic ras, etc.) "Pen-" is also common in surnames — King Arthur's father was Uther Pendragon, and an old rhyme says "By Tre, Pol, and Pen, Ye know the Cornish men." (Tre = farm and pol = pool in Cornish.)
See Rastafarianism and Rosh Hashanah for other examples of the Semitic word for "head".
The "British" branch of Keltic (Welsh, Cornish, Breton) doesn't have a /K/ or /QU/ sound; these languages use a /P/. This explains why Welsh pen- matches Irish and Scots Gaelic ken- seen in personal names like Kennedy, Kenneth, Duncan, etc. where the meaning is "head", too. (For instance, Kennedy is "clan leader" and Duncan is "dark head".) This is also why a Gaelic clan is related to a Latin plant. To avoid ambiguity, linguists use the terms Brythonic (aka P-Keltic) and Goidelic (Q-Keltic) to mean the Britannic and Gaelic language families, respectively.
Getting back to gwyn-, the word for white, Queen Guinevere had blonde hair and/or exceptionally white skin, as did the first Gwendolyn and Genevieve, and the notably pale Gwyneth Paltrow certainly has an appropriate name. Presumably Nell Gwyn had a pale Welshman in her ancestry somewhere. One occasionally sees Wynn, Wynne, or Gwynne as a man's name, also from the same Welsh base. Guinevere looks very obsolete as a girl's name, but that's because most people don't realize it is now spelled Jennifer. T.H. White caught some grief for having King Arthur informally refer to his queen and best friend as "Jenny" and "Lance" in The Once and Future King.
Although I really shouldn't bring this up, I suppose I have to point out that a wiener is also a relative of the queen — Vienna (Wien in German) means "white city" in Keltic, and of course a hot dog is a wienerwurst, a Vienna sausage. Some authorities think that winter is also related (i.e., the white season), although the majority vote is in favor of it being a "water" derivative instead (that is, the wet season).
To digress, the ethnic name Celt should really be Kelt but somebody screwed up. In Old English, as in Latin, /C/ was always hard. In the languages derived from Latin, /C/ came to acquire a softer sound in front of /E/ or /I/ — in French and Spanish an /S/ sound and in Italian /CH/ — and modern English preserves the French usage. Compare "certain" and "circle" vs. "care", "core", and "cure." Because of this, when the Normans took over England, they re-spelled almost all pre-existing c-before-e and c-before-i words to use /K/ instead — kettle and king are oe cetel and cyning, for example. /C/-before-/W/ words (cwen, cwic, cwac), cwyrn were re-spelled with the Latin/French /QU/ — queen, quick, quake, quern. Just about the only exception was Old English Celt (Celtae in Latin, Keltoi in Greek), with the result that the uninformed (Boston Celtic fans being the most obvious) now pronounce the word "Seltic" like other c-before-e words.
[13Jul08] Note that words borrowed from modern Italian often preserve that language's /CH/ sound before /E/ or /I/ — cello, capuccino, and ciao. C.f. the surnames Gucci, Puccini, da Vinci, and Medici. The opera singer Cecilia Bartoli's first name is pronounced "chay-cheel-ya", more or less. (See "The Great English Vowel Shift" below for the pronunciation of long-/E/ and long-/I/ in all languages except English.)
