Penguins are very theatened birds. Two thirds of all penguin species are classified as "vulnerable" or even as "endangered" by the IUCN. Unfortunately, WE humans mainly bear the blame.
The new techniques of the fisheries are able to catch more and more fish so that there is no prey for penguins left. Another problem is that penguins often entangle in nets so they are unwanted bycatch. Many penguins get hurt or even die on that way.
A further aspect is that many people are careless in waste disposal. They throw away plastic objects or pour away dangerous fluids which all end up in sea. There penguins and other marine animals could be poisoned or infected by pathogenic germs.
Also accidents of oil tankers are very dangerous for penguins. The oil poison them or agglutinate their feathering. Many penguins died by those accidents although there are organisations who help them to get free of the oil or get medical aid.