I'd always heard that penguins mate for life. Turns out there just dirty sluts.
When female penguins are pregnant (and therefore unable to get knocked up again till the following mating season), they collect little piles of stones to make a 'nest' for the egg. But you've got millions of penguins crowded onto one small beach, so stones are at a premium. Male penguins go and collect stones which they offer to the nesting females, in return for sex - which of course is non-procreative, since the female is already 'with egg'.