This little penguin is a Little Penguin, or Kororā in Māori, and he seems to be just tickled by all the attention he’s getting. (And if you close your eyes, it sounds like the world’s strangest car being started.)
Update: Thanks to Sparklette and Barbarella for new video link.
Update 2: Thanks to sender-inner Lucy!
Update 3, 3/17/2013: Even newer video link!