Wilkes Barre/Scranton Penguins (AHL)
Wheeling Nailers (ECHL)
Syracuse Crunch (AHL, shared with another team. Vancouver I think)
Cleveland Lumberjacks (IHL)
They did have an affiliate in Muskegon called the Lumberjacks as well...
The Muskegon Lumberjacks (IHL) became the Cleveland Lumberjacks after the 1991-1992 season.
Also during the 1980s the Penguins were affiliated with the Baltimore Skipjacks of the AHL. It appears they remained an affiliate until the 1987-88 season.