It seems that the family names (and occasionally given names) of major characters in Penguindrum are similar or identical to the names of major actors in the 1983 film Nankyouku Monogatari (Antarctica in US release).
The actors, and corresponding characters in Penguindrum:
Takakura Ken (高倉健) : Takakura Kenzan (高倉剣山)
Watase Tsunehiko (渡瀬恒彦) : Watase Sanetoshi (渡瀬眞悧)
Natsume Masako (夏目雅子）: Natsume Masako (夏芽真砂子)
Onigome Keiko (荻野目慶子）: Onigome Ringo, or Eriko (荻野目苹果 or 絵里子)
Furthermore, Takakura Ken was married to someone named Chiemi (智惠美; the name of the character in Penguindrum is written as 千江美)
So, what does this mean? The title of the film seems most important here. Remember that the doctor had a photo of an Antarctic expdition in his office--I wouldn't be surprised if something of significance occurred during that trip, and we'll get a flashback revealing all later on.
And after all, where do penguins come from?
Edit: now with images!
Kenzan is a champion of facial expressiveness.