Penny gives birth to Charlie Hume

In the opening scene of episode three, "Jughead," we see Desmond frantically running through a market in the Phillipines looking for Efren Salonga. He finds Efran Salonga around a table with a bunch of men playing cards. It turns out that Penny is on their boat in labor and Efran Salonga is a doctor. They rush to the boat and Penny gives birth to a baby boy which we later learned that they named Charlie. It's a nice tribute to Lost's fallen hero Charlie Pace.

It's unclear when this actually takes place. It's obviously at least nine months after Penny found the survivors in the life raft.