My first response would be, "No."  However, the December, 2002, issue of Alaska Magazine reports that a penguin was netted by a fisherman fishing in Southeastern Alaska.

Except for this adventurous one, penguins, order Sphenisciformes, family Spheniscidae, are native to the southern hemisphere.  The similar-looking species in the northern hemisphere is a seabird, puffin, order Charadriformes, family Alcidae, genera Fratercula and Lunda.  However, unlike the penguin, puffins can fly.