No the domains are not penalized and the only links that are coming in are directed to the .com domain. The links are keeping with the theme.
by "pointing to" do you mean linking to, or "pointing to" the same content? if multiple domains have the same content you have a problem; the other domains should 301 redirect to the primary domain.
my other domains are ''pointing to'' by redirecting whats the difference between a 301 and a 302 redirect? unfortunately the other domains are pointing to the same content any suggestions?