One of the more clickbaity articles that came my way today painted a picture of an Age of Penguins that occurred after the extinction of the non-avian dinosaurs (n.b.: I found a less clickbaity site for my link). Penguins the size of humans (kudos to the Canterbury Museum for dressing the woman used in the comparison picture as a penguin) swam through the seas of the Paleocene South Pacific. These birds, in a see recently freed from the marine reptiles which once ruled the seas, were worthy successors to the distantly related, toothed diving birds of the Cretaceous.
This, of course, leads me to the source of the post title, namely H.P. Lovecraft's novella At the Mountains of Madness, which featured six foot tall cave-dwelling penguins, 'monstrous in (their) combined albinism and virtual eyelessness'. Amidst all of the cosmic horror and grue, it's not a masterly move to try to make penguins scary... Mr Popper's Penguins, not a horror yarn.