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Papers relating to his command of 1 Infantry Div, Anzio, Italy, 1944, dated 1943-1962, principally comprising correspondence and memoranda, 1943-1944; diary and typescript diary entries, 1943-1944; operation orders, tactical notes and maps, 1944; written accounts of operations carried out by 1 Div and individual regiments and battalions, 1944; correspondence relating to historical accounts of the landings, 1945-1962, notably Anzio by Wynford Vaughan Thomas (Longmans, London, 1961). Other papers relating to his life and career, 1920-1958, notably including an article by Penney on his service in Wazaristan, India, 1937, reprinted from the Royal Signals Quarterly Journal, Oct 1938 and Jan 1939; memoranda from General Staff, Shanghai, from the City Government of Shanghai and from W R Connor Green, British Embassy, Tokyo, concerning relations between the Chinese and Japanese, and the role of the British garrison in the protection of Shanghai, 1931-1933; diary, 1932, referring principally to matters affecting British troops in Shanghai; press cuttings, [1932]; anti-Japanese propaganda posters produced by the Shanghai Municipality National Salvation Committee to Resist Japan, [1932]; itinerary of Penney's movements in the Middle East and North Africa, 1941-1943; diary, 1943-1944, including description of Allied Forces HQ, Algiers, and reflections on the differences between US and British signals procedure; official and personal correspondence relating to his service as Director of Intelligence, HQ Supreme Allied Commander, South East Asia, [1945].

Papers relating to his service in Italy, 1943-1944, principally comprising 1 Div, 3 Infantry Bde and 3 Field Ambulance operation orders concerning the landings on Pantelleria (Operation CORKSCREW), May-Jun 1943, and at Anzio (Operation SHINGLE), Jan 1944; report on the action at Campoleone, 30 Jan-4 Feb 1944, written by J G James, Commander, 3 Infantry Bde, 12 Feb 1944; 3 Infantry Bde intelligence summary for Operations ANT and APHIS; three aerial photographs of Anzio beaches, 1943, and plan of Blue Beach (North), Anzio, 1944; two parts of 'The First Division in action' covering the Anzio campaign, Jan-Jun 1944, written in Apr and Jul 1944.