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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].

Always a Grenadier', a memoir covering his life and career, 1916-1968, notably his evacuation from Dunkirk, May 1940, his service with the Grenadier Guards in North Africa, 1942-1943 and 1950-1952, and Italy, 1943-1945, including the landings at Anzio, Jan 1944, and with the 1 Guards Parachute Bn, Palestine, 1946-1948, his involvement in the planning of the Queen Elizabeth II's Coronation, 1952-1953, his work as a member of the Planning Staff, NATO Standing Group, British Joint Services Mission, Washington DC, 1954-1956, his service in Germany, 1959-1961, as General Officer Commanding, London District, 1962-1965, including his involvement in the planning of Rt Hon Sir Winston (Leonard Spencer) Churchill's funeral, 1965, and as General Officer Commanding Berlin (British Sector), 1966-1968, privately printed by the Grenadier Guards in [1982].