In 1944, Penny left Cincinnati for Los Angeles where he formed larger Western swing bands that played local clubs and ballrooms, such as the Venice Pier in Santa Monica.

In 1958, Jamaican mento group Denzil Laing and the Wrigglers recorded a version for their Arawak Hotel album, with guitarist Ernest Ranglin.

He walked out on a 1945 engagement at Venice Pier, when dance promoter Bert "Foreman" Phillips, insisted Penny direct his musicians to quit playing improvisational jazz solos, and stick to melodic instrumental passages in the style of conventional country singers such as Ernest Tubb or Roy Acuff.

Phillips frequently booked Grand Ole Opry artists at his dancehalls, and did not personally care for the jazz elements of western swing.

Penny's recordings for King included some of the finest musicians in western music, such as guitarists Wyble, Benny Garcia, and Roy Lanham, fiddlers Harold Hensley, Max Fidler, and Billy Hill (not the songwriter), and steel guitarists Noel Boggs, Joaquin Murphey, Ralph Miele, Speedy West, and Herb Remington.

By 1954, Penny moved to Las Vegas, where he began a seven-year run as a performer at the Golden Nugget casino, fronting a band that included steel guitar virtuoso Curly Chalker and at the same time, Roy Clark, whose own comedy delivery was influenced considerably by Penny's onstage comic timing.

[2] Penny made a 1970s appearance with Peggy Conner on America 2-Night, playing a country husband-and-wife singing duo called Buck and Harriet Pine.

Country music historian Rich Kienzle began researching and writing about Penny's career in the late 1970s, and devoted a chapter to him in his 2003 book Southwest Shuffle.