Come with it now! Penguins on Parade runs every Saturday and Sunday through Sun., Dec. 29 outside the PPG Aquarium. Believe it or not, the weekly event involves penguins from the Pittsburgh Zoo going for a stroll in the great outdoors and possibly playing in the snow. For the safety of the penguins, temperatures have to be below 45 degrees and they only stay out as long as they’re in the parading mood, so get there on time.