A running joke throughout the series is when something (like a bomb) is thrown off camera and an explosion or a crash is heard, followed by a voice yelling "My car!". In the episode The Penguins of Madagascar: The Return of the Revenge of Dr. Blowhole (2011), the shout is in Japanese (with subtitles).
Private appears to speak in a middle-class British accent, as opposed to the other penguins(the exception here is Rico, who hardly talks and mainly communicates in grunts)and most of the Zoo animals, who speak with American accents.