Isso foi abordado em uma (extensa) entrevista com os criadores do programa. Em suma, é meio que entre os dois primeiros filmes de Madagascar, embora sem explicação, como os personagens passaram de a para b
It's obvious that the KFP series will take place after the events of the feature film -- but what's the relationship between The Penguins of Madagascar and the penguins in the Madagascar movies? How did the lemurs wind up in the Central Park zoo as foils to the arctic birds -- especially when they never interacted in the films? (The series' opening credits show the penguins prying open a crate bearing the Madagascar logo and finding the lemurs inside.) And will Alex, Melman, Gloria and Marty turn up to reclaim their cages someday? (In one establishing shot, silhouettes of Alex the lion and Marty the giraffe are quickly but clearly visible on a banner hanging above the penguin's enclosure.)
It's a question one might assume would be of concern only to animation geeks with too much time on their hands, but the producers have wrestled with that riddle as well. "There's a definite school of people who want to know that," says Schooley. "On the spinoff shows we did at Disney, we did worry. Aladdin's continuity was after the movie, Hercules' was within the movie. We kind of expect that with feature spinoffs, but with this one…"It's evidently a puzzler, but he has a theory: "We do occasionally sort of refer to the movie. King Julien is definitely from Madagascar; he refers to 'when I was in Madagascar.' We're just sort of doing it as if someday after all the feature continuity, somehow the penguins ended up back there and the lemurs just sort of tagged along."
"We talked about linking [the two] early on," McCorkle adds, "but when we started the series they didn't have an ending to Madagascar 2 yet. We definitely tried to come up with some convoluted reason for all this, but it just seemed like when you're doing 11-minute stories, there's never time for much backstory; maybe someday we'll do a half-hour special, 'The Day the Lemurs Showed Up.'"
We'll let McGrath, voice of Skipper and half the team that dreamed up the characters in the first place, have the last word. "It's not specifically before or after the movie, I just wanted them all back at the zoo. I think of it as taking place in a parallel universe."
'Penguins of Madagascar' Strike Back