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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].

Copies of editions of World War Two newspapers, including Daily Express; Daily Sketch; Daily Mail; Daily Mirror; Daily Herald; Evening Standard; and Union Jack, 1940-1945, with articles relating to the withdrawal of British and French forces at Dunkirk, France, May 1940; the German occupation of Athens, Greece, Apr 1941; German and Italian frontier assaults across the Egyptian border, Apr 1941; US naval protection of British merchant routes across the Atlantic, Apr 1941; the Japanese bombing of Pearl Harbour, Hawaii, United States, Dec 1941; the Japanese declaration of war on Britain and the United States, Dec 1941; the US naval victory over the Imperial Japanese Navy at Midway Island, Jun 1942; the establishment of Supreme Headquarters Allied Expeditionary Force in London, under the commander of US Gen Dwight David Eisenhower, Jan 1944; the Allied capture of Rome, Italy, Jun 1944; the Allied invasion of Northwest France, Jun 1944; the surrender of the German armed forces in Paris, France, Jun 1944; the unconditional surrender of all German armed forces in Italy, May 1945