My Favorite Blonde (1942, Paramount)
As “Man Giving Directions” (cameo appearance).
Cast: Bob Hope, Madeleine Carroll.
Director: Sidney Lanfield
Screenwriter: Don Hartman & Frank Butler from a story by Norman Panama & Melvin Frank.
Summary: Bob and his trained penguin become sitting ducks when a spy uses them to help deliver secret orders.
http://www.imdb.com/title/tt0035100/