Gotham Stories: The Whole Frozen Affair is the fifth issue of the five-part motion comic, Gotham Stories along with the four previous chapters being combined into one. It was released on February 29, 2016.
At the Quality Meats slaughterhouse, one of Penguin's underlings questioned it as a choice for a base of operations, with Penguin remarking on its security, making it the perfect fortress for him, as the King of Gotham City. However, the underling pointed out that he wouldn't need a fortress if he hadn't killed Theo Galavan, which put the entire GCPD after him.
Penguin argued that Galavan's power died with him, and once things died down, the cops would remember they worked for him. Pulling a gun, the woman remarked that Penguin wasn't the King of Gotham, and as the only thing he was good for was getting people killed, he wouldn't be taking the rest of them down with him. In the midst of the standoff, a knocking on the door of the slaughterhouse occurred. With the door soon being frozen and blown open from the outside, Victor Fries walked in.
After Victor Fries' arrival at the Quality Meats slaughterhouse, Penguin questioned him if he was there for a job, with Victor telling Cobblepot that he was there to do one. After freezing Penguin's associate, she fell and shattered, prompting Oswald to order his men to kill Fries. However, Victor made quick work of Penguin's underlings, freezing them all. Selina Kyle who had dodged Victor's freeze gun, pushed Penguin out of a window to safety. Although Penguin begged her not to leave him there, Selina fled, ignoring his pleas.
Penguin voiced his horror at what had happened to his henchmen and subsequently his hideout, at the hands of Mr. Freeze. Soon after, Fries came out of the hideout announcing that no one was getting away that night, and proceeding to chase after Cobblepot. However, one of Penguin's surviving henchman along with Selina Kyle came to his rescue in a car, telling him to get in. Penguin leaped into the vehicle, though not before Fries froze trunk of the car, causing it to break off as they sped away in the car.
Later, Penguin met with Detectives Gordon and Bullock, asking Gordon to get the GCPD off his back, as they both knew that he wasn't the one who had killed Galavan. Gordon then explained to Penguin that he couldn't as Captain Barnes had sent the entire department after Penguin. Subsequently Penguin questioned Gordon as to whether Barnes had sent Freeze to kill him, though both Gordon and Bullock were clueless as to who he was referring to. Soon after, Penguin was arrested by Gordon after Gordon rejected his offer of working together.
At the Gotham City Limits, Gordon and Bullock were stopped by officers who told them they were under orders to search every car, no exceptions. Demanding that he pop open the trunk, Gordon insisted they were wasting there time. However the officers were called away as all units were needed as their was a shooter at checkpoint 3. After the officers left, Gordon and Bullock let Penguin out of the trunk, with Gordon warning Oswald never to come back to Gotham. However, as Gordon and Bullock drove off, Penguin remarked that "we are what we are", and turned around going back to Gotham, despite Gordon's warning.