What is the scientific order that contains all living penguin species?

The scientific order containing all living penguin species is Sphenisciformes.

Modern penguins are flightless seabirds grouped in this single order. The order name comes from Spheniscus, a penguin genus whose name refers to the birds’ wedge-shaped bodies. Penguins are more closely associated with other seabirds than with land birds, although their exact evolutionary relationships have been refined by genetic research.

Sphenisciformes contains one living family, Spheniscidae. Its members range from the little penguin of Australia and New Zealand to the emperor penguin of Antarctica. The order also includes numerous extinct penguin lineages known from fossils.

Sphenisciformes should not be confused with a genus. A genus such as Aptenodytes includes emperor and king penguins, while Sphenisciformes is the broader rank that includes every living penguin genus.