- Has directed two actors to Oscar nominations: Tom Hanks (Best Actor, Big (1988)), and Robert De Niro (Best Actor, Awakenings (1990)).
- Is an avid collector of sports memorabilia and has quite an extensive collection of baseballs, footballs and basketballs autographed by top athletes.
- Is the first female to direct a movie that grossed over 100 million dollars in the United States, with Big (1988). And the first female director with two movies that grossed over 100 million, with A League of Their Own (1992).
- Her mother agreed to send her to University of New Mexico because she thought it was close to her home in New York.
- Best known by the public for her role as Laverne DeFazio on the sitcom Laverne & Shirley (1976).
- Played the wife of her real-life brother Garry Marshall in Hocus Pocus (1993).
- Her wedding to Michael Henry was a small wedding in his mother's backyard. Penny wore a suit with a fur collar. They were married on November 22, 1963, the day President John F. Kennedy was shot. They spent their honeymoon in a motel watching the funeral on television.
- Best friends with Carrie Fisher. Good friends with Rosie O'Donnell.
- She replaced Howard Zieff as director of Jumpin' Jack Flash (1986) despite having only a couple of Laverne & Shirley (1976) and Happy Days (1974) episodes on her directing resumé.
- She was one of four finalists considered for the role of Gloria Bunker/Stivic on All in the Family (1971). Had she won the role, she would have played opposite her real life boyfriend, and later husband (now ex-husband), Rob Reiner.
- She has directed one film that has been selected for the National Film Registry by the Library of Congress as being "culturally, historically or aesthetically significant": A League of Their Own (1992).
- Her ashes are buried at Forest Lawn - Hollywood Hills Cemetery in Los Angeles, California. The 'L' from her character Laverne DeFazio is emblazoned at the bottom of her headstone.
- In 2009, she was diagnosed with a brain tumor which was found to be from lung cancer which was discovered upon her diagnosis. The tumor was successfully removed and she underwent twelve radiation treatments, which caused a fifty pound weight gain. In 2012, she announced that she was in remission, even later joking that with cancer, as most people lost weight, she instead gained. In a 2012 interview with the Huffington Post, she said that she regretted smoking. She died on December 18, 2018 of heart failure caused by atherosclerotic cardiovascular disease and diabetes. She was 75. Upon Marshall's death in 2018, Suzanne Somers, as part of her statement and reflection of her passing, remarked that she assisted Marshall in selecting "cutting edge therapies" as similarly Somers herself had undertaken with her own, previous battle with cancer.
- Younger sister of Garry Marshall and Ronny Hallin.
- Was a longtime resident of the Outpost Estates neighborhood located in the Hollywood Hills. Over the years, many actors resided with her at her home, including Joe Pesci and Jim Belushi.
- Made a rare public appearance at the Hollywood Collectors Show in North Hollywood, California with fellow Laverne & Shirley (1976) cast mates Cindy Williams and Eddie Mekka. There, she greeted hundreds of fans, signed autographs and took pictures with them. (October 2002)
- Contrary to popular belief, her family is not Jewish. In an interview Penny said, she was confirmed in a Congregationalist church.
- She was awarded a Star on the Hollywood Walk of Fame in a double ceremony with Cindy Williams at 7021 Hollywood Boulevard in Hollywood, California on August 12, 2004.
- Her father was of Italian descent. Her maternal grandfather had English, Scottish and Irish ancestry, and her maternal grandmother was of German descent.
- Ex-daughter-in-law of Carl Reiner and Estelle Reiner.
- Daughter of Anthony W. Marshall and Marjorie Marshall.
- Aunt of Penny Lee Hallin, Judy Hallin, Wendy S. Hallin, Lori Marshall, Kathleen Marshall and Scott Marshall. Mother of Tracy Reiner.
- Sister-in-law of Barbara Marshall.
- Ex-sister-in-law of Lucas Reiner and Maud Winchester.
- She has directed one film that has been nominated for the Best Picture Oscar: Awakenings (1990).
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