Have you ever wondered how penguins protect themselves when they have so many predators? Penguins protect themselves by sticking together. They are found in Antarctica, Australia, Africa, New Zealand and the Galapagos Islands. They are typically found in the southern hemisphere but very few actually live as far down as the south pole. They used to be able to fly but they spent so much time in water that there bones changed and they could no longer fly because their bones were too heavy.