Loss of aviation
Penguins are birds which, during their evolution, have forgotten to fly. They're not the only birds, because emus, nandus, the well-known ostriches and coursers such as kiwis and wekas, and the flightless cormorants of the Galapagos too, aren't able to fly too.
Flying birds have extremely light bones, tubular and hollow, which decreases the weight of a bird, necessary for a good flight. Moreover they have an ingenious system of air sacs, built in to other parts of the body, so the streamlined form, needed to decrease the friction, is maintained. But this has his limits : the more weight, the harder the flight will be, so the limit for a possible flight lays around 15 kg. The heavier a bird is, the longer the "runway" should be. Based on this principle, ostriches evolved to coursers and penguins, although they waddle in a comic way, learned to fly in the water.