under an appropriate level of abstraction you can make lots of types of cylinders. in topology you can define a cylinder of a (topological space) X to just be X × [0,1]. this kind of definition comes up pretty frequently, and is used to create mapping cylinders, which i suppose are another type of cylinder.

the “normal” kind of cylinder is then just (circle) × [0,1], or (filled in circle) × [0,1], depending on whether you want it to look like an empty paper towel roll or a (full) can of beans

Well if you made a penguin into an approximate cylinder it would likely be oval shaped soo since we are talking approximations I would say yes, there are cylinder like shapes that are not circular