One of the main reasons we came to Dunedin was to visit the Otago Peninsula and specifically a location where we could hopefully observe the Blue Penguin (Fairy Penguin), the smallest of all penguins. At a beach adjacent to the Royal Albatross Center there is a beach (along with a viewing platform) where the penguins come ashore for the night and sleep in hollows and crevices (an even under the decking of the platform).
The observation time began after dark around 8:30 pm. The penguins gather a short distance offshore in groups (rafts) before swimming to the beach. They then rush over the exposes sandy beach to the boulder-strewn area just before the backing dunes. Once they have rock-hopped over the boulders they reach the dune area and usually socialize and preen. After this they walk (waddle) up a small, shallow ravine and disappear into the dunes for shelter and to sleep. They spend the day at sea foraging.
Access to the beach, surrounding dunes and the viewing platform is made possible through a cooperative agreement between the local Maori tribe and the Royal Albatross Center.
First “Raft” 
Across the exposed beach 
Numero Uno 
Little preening first 
Viewing area 
Viewing area 
Uphill walk 
Waddle to bed
Here are some videos. Not great quality, but it was pretty dark and very windy. You might want to mute the sound. The first two show them coming ashore, the third is of them preening, and the last one is of their journey up into the dunes. Have patience with the videos, they take a while to load before you can play them. It’s worth it!