The secret organization that helps the penguins in Penguins of Madagascar is called North Wind.
North Wind is an international undercover team that assists the penguins during the 2014 spin-off’s conflict with Dave. Its members include the wolf agent Classified, the polar bear Short Fuse, the harp seal Eva, and the snowy owl Corporal.
The organization functions as a spy-movie counterpart to the penguins’ own improvised command structure. The penguins initially clash with North Wind because both groups are confident in their methods, but the shared threat eventually makes cooperation necessary.
North Wind is not the same as the animal-control agency led by Chantel DuBois in Madagascar 3: Europe’s Most Wanted. That earlier group pursues the circus animals, whereas North Wind is an allied covert team in the penguin spin-off.