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].

Editions of His Majesty's Stationery Office (HMSO) pamphlets relating to the British war effort during World War Two, including The Battle of Britain by the Air Ministry (HMSO: London, 1941); Bomber Command by the Air Ministry (HMSO, London, 1941) Coastal Command by the Air Ministry (HMSO, London, 1942); Frontline by the Ministry of Home Security (HMSO, London, 1942); Fleet Air Arm by the Air Ministry (HMSO: London, 1943); The Mediterranean Fleet by the Admiralty (HMSO, London, 1944); RAF Middle East by the Air Ministry (HMSO, London, 1945)