Steve has a nasty habit of smuggling penguins out of the Zoo. It was first referenced to (and foreboded by Beaver) in Comic 23, and later documented in full colour in Comic 28, as Steve was caught red-handed by Mr. Zookeeper man.
Stealing penguins isn't funny. It is a growing threat to penguins around the world. They are creatures of this earth as we all are, and don't enjoy being stuffed down shirts or other articles of clothing in an attempt at larceny.
So please people, don't stuff penguins.