I have been tracing my family and could only go as far as Joseph Pennington who was born in VA in 1805. Joseph Penninngton (VA) married Nancy (?) Pennington in Sussex VA. She was from Ohio and her parents were from Pennsylvania.
I know his father was also Joseph Pennington from Hammer Flint, Wales (whose father was also Joseph Pennington--that makes three in a row.) .He was born in 1765. I don't know when he came to America but it has to be between 1765 and 1805 when his son was born.