No, penguins are not on the endangered species list, but several species might have been if humans had not changed their ways!
In the old days, some of the whalers and seal hunters in the antarctic actually used penguins for food because they couldn't find any other food to eat.
Penguin oil was used by people as a medicine.
Humans no longer hunt penguins, but they are still a threat to them. Settlers in the countries where penguins live brought other pets, such as dogs, cats, and even RATS! with them and those animals became predators to the penguins, their chicks, and their eggs.
Many penguins drown after they are accidentally caught in commercial fishing nets.
Also, large oil tankers sometimes spill the oil along the way. The heavy, black oil coats the feathers of penguins, causing tens of thousands of them to drown.