When Lieutenant Nils Egelien of the Norwegian King's Guard visited the Edinburgh Military Tattoo in 1961, he became enamored with the penguin colony at the Edinburgh Zoo. When the guards returned to Edinburgh in 1972, Lieutenant Egelien arranged for the regiment to adopt a penguin, naming him after the lieutenant himself and after Norway's King Olav V. The regiment then went a step further by giving the animal the rank of visekorporal, or lance corporal.

Each time the King's Guard returns to the zoo, Nils (the penguin, that is) receives a promotion. After his promotion to Sergeant in 1987, the first Nils Olav sadly died. He was replaced by a two-year-old who was named Nils Olav II.

During the King’s Guard’s visit on August 15, 2008, the then-Colonel-in-Chief received a knighthood approved by King Harald V himself, who described the penguin in a citation read aloud at the ceremony as being "in every way qualified to receive the honor and dignity of knighthood." With this, the second Sir Nils became the first penguin to receive a knighthood in the Norwegian Army, a superlative that brings to mind the knighted animals of other nations' militaries.

Sometime after his knighting, Sir Nils died and was replaced by another look-alike, who was promoted during the regiment's most recent visit on August 22, 2016, becoming Brigadier Sir Nils Olav III.

A statue of Nils stands in the Edinburgh Zoo, donated in 2005. Another statue also stands at the King's Guard compound at Huseby, Oslo, though the Brig might be disappointed to learn that while he now officially outranks the lieutenant who started all of this, he's generally only referred to in Norway as a "mascot."