Penelope McCallister is the mother of Rob, Frank, and Peter; the mother-in-law of Georgette, Leslie, and Kate; and the grandmother of Heather, the twins Liz and Mickey, Josh (Uncle Rob and Aunt Georgette's kids), Brooke, Tracy, Sondra, Rod, Fuller (Uncle Frank and Aunt Leslie's kids), Buzz, Megan, Linnie, Jeff, and the main protagonist, Kevin (all Peter and Kate's kids). She is married, but it is unknown what her husband's name is. Although she never appears in any of the Home Alone movies, she is mentioned in the first two movies.
Home Alone
Kevin tells Old Man Marley that he wishes his grandparents would send him money for Christmas, but they always send him clothes. Last year he got a sweater with a Big Bird knitted on it. When Marley remarked that that was "nice", Kevin replied it wasn't for him, because kids in the 2nd grade got beat up for wearing stuff like that.
Home Alone 2: Lost in New York
Kate asks Kevin if he saw what Grandma Penelope sent him for the trip to Miami in Florida. When Kevin says, "Um, let me guess — Donald Duck slippers?", Kate laughs a little and tells him, "Close — an inflatable clown to play with in the pool".
Kevin later uses the toy clown to scare Mr. Hector away out of his hotel room after Mr. Hector came in to check the room to see if everything was in order.