PROVETÁ, Brazil—On a steamy tropical island in Brazil, a tuxedoed traveler found a soul mate.

Why else would a penguin named Jinjing, native to chilly Patagonia roughly 2,000 miles away, keep returning to a warm stretch of sand in Rio de Janeiro state during mating season?

João Pereira de Souza, a retired bricklayer, has shared his homestead...