“A guy walks into a bar…” is a typical form of what has been called the “bar joke.” A penguin version is:
 
“A penguin walks into a bar and asks the bartender, ‘Have you seen my brother?’ The bartender says, ‘I don’t know. What does he look like?’”
 
The joke has been cited in print since at least 1998.
       
 
Google Groups: alt.support.dystonia
Humor ...
J.Foss
1/7/98
Here’s one…
A penguin walks into a bar and says to the barman “Has my brother been in?”
Barman - “Don’t Know… what’s he look like?”
 
Google Groups: uk.people.disability
Crap Jok
Paul Robinson
12/7/99
Apologies but had to tell the world!
 
“Penguin walks into a bar, says to the Bar man - Have you seen my dad?
Barman replies “No what does he look like?”.
 
Google Groups: alt.tasteless.jokes
Walks into a bar….     
Ed
1/12/00
(...)
A penguin walks into a bar and says “My father has been missing for weeks.
The police haven’t been able to find him.  Can you help me ?”.  The
bartender takes one look at him and says “Well, what does he look like ?”.
 
Google Books
Over 1500 Fantastic Jokes
By Guy Campbell and Mark Devins
London: Egmont Books, Limited
2003
Pg. 9:
A penguin walks into a bar and says to the barman, “Have you seen my Dad?” “I don’t know,” says the barman. “What does he look like?”
   
Google Books
Guy Walks Into A Bar…:
501 Bar Jokes, Stories, Anecdotes, Quips, Quotes, Riddles and Wisecracks
By Michael Lewis
New York, NY: Black Dog & Leventhal Publishers, Inc.
2005
Pg. 83:
A penguin walks into a bar and asks the bartender, Have you seen my brother? The bartender says, I don’t know. What does he look like?
   
Google Books
Man Walks into a Bar:
Over 6,000 of the Most Hilarious Jokes, Funniest Gut-Busting One-Liners
By Stephen Arnott and Mike Haskins
Berkeley, CA: Ulysses Press
2007
Pg. 117:
A penguin walks into a bar, goes to the counter and says to the bartender, “Have you seen my brother?” The bartender says, “I don’t know. What does he look like?”
 
Twitter
Ryan Nanca
‏@pixelman
A penguin walks into a bar and asks the bartender “Excuse me, have you see my dad?” the tender says “I don’t know, what does he look like?”
11:25 AM - 5 May 2008
 
Twitter
Howie Davies
‏@Howie_Davies
Penguin walks into a bar and asks
“Have you seen my brother?”
Barman says
“I don’t know, what does he look like?”
8:03 AM - 23 Jan 2016