My sister saw a bit on a television animal show about a penguin living
with a family in Japan.  Apparently, the penguin is somewhat
domesticated; the family will put a little knapsack on the penguin,
which will go to the local store and get fish.  My sister can't
remember the name of the show, or the town in Japan where the penguin
lives.  I would like to get a video clip from the show, and/or a story with photos.

I found a few clues that may be helpful.

Apparently the story was shown on "Real TV" and on PBS.

"Has anyone seen this video on Real TV? This old Japanese couple has a
10 year old penguin. Everyday he walks to the fish market with his
little backpack on - all by himself - crosses the street, etc. He gets
to the market and the store lady gives him a fish which he promptly
inhales. Then he turns around and she puts another fish in his
backpack. He turns around and heads home - but stops at the neighbors
on the way to get hosed off - cause he's too hot. He continues home -
goes thru his little private enterance, his owner pulls out the other
fish and he eats that too - then hangs out with the family."

http://community.sonikmatter.com/forums/index.php?showtopic=19476

"I just saw on a PBS travel show, a family in Japan who owns a King
Penguin.  He is treated as an ordinary house-pet, only the family
allows him to walk to the local fish-market on his own and purchase
fish by himself (!?)."

http://groups-beta.google.com/group/rec.birds/msg/cd72482314b6cfec?hl=en

PBS has aired an episode of "Nature" called "The World of Penguins,"
but I have not been able to determine whether the pet penguin is
featured in this show or in some other PBS show.

http://www.pbs.org/wnet/nature/penguins/index.html

I just saw this clip on Animal Planet, on a show called Amazing Animal
Videos - Episode 1.

http://animal.discovery.com/tvlistings/episode.jsp?episode=1&cpi=85946&gid=0&channel=APL

Here is a clip showing the penguin shopping.

http://dada.castpost.com/130104.html