From Lexicanum

A Penal World is a class of Imperial world used entirely as a military-prison planet. A single such world's population consists of criminals from hundreds of different worlds. They tend to be barren worlds that have few other uses. Military formations are then raised from among the population as necessary, to serve as Penal Legion troops within Imperial Guard regiments. There they may earn redemption through service, which is for life.

Penal Worlds are barren and have little, if any, native population. There are also comparable worlds used as penal colonies.

Notable Penal Worlds

• Savlar (homeworld of the famous Savlar Chem Dogs.)
• St. Josmane's Hope (prison planet in the Cadian system, destroyed during the 13th Black Crusade)

Worlds of the Galaxy

Imperium	Adeptus Astartes Homeworld • Agri World • Cardinal World • Civilised World • Dead World • Death World • Desert World • Feral World • Feudal World • Forge World • Hive World • Ice World • Industrial World • Jungle World • Knight World • Mining World • Ocean World • Paradise World • Penal World • Research Station • Shrine World
Xeno	Xenos World • Daemon World • Exodite World • Tomb World • Maiden World • Crone World • Ork World • Tau Empire • Craftworld