The Madagascar Penguins in a Christmas Caper is a computer-animated short produced by DreamWorks Animation. A Christmas Caper/Transcript A Christmas Caper. 3,178 pages on this wiki. Add New Page. Edit History; Add New Page Talk 0. Ad blocker interference detected! The Madagascar Penguins in a Christmas Caper (2005) Penguins of Madagascar (C) 2005 DreamWorks Animation, LLC. Distributed by 20th Century Fox Christmas Caper. PG. After her latest job goes awry, a thief (Doherty) heads to her hometown in Connecticut to lay low over the Christmas holiday. Check out images & video from A Penguins Christmas Caper! A Christmas Caper Behind the Scenes Episode Guide Songs Jingle Bells (Short version) Christmas Caper was released on DVD on October 28, 2008. The DVD is said to feature the making of Christmas Caper and cast interviews. Filming locations. 151218: The penguins are such a badass family in this Christmas Caper. Rico is awesome. It's got to have a squeaker. Ah, fart jokes never lose their charm. Christmas Caper; Show more Show less. Loading. Advertisement Autoplay When autoplay is enabled, a suggested video will automatically play next.