I got several months behind on watching stuff on Channel Awesome and have just started getting caught up in the past day or so (the Nostalgia Critic/Doug Walker bits of the site, anyway). As stated in the above video itself, that is from the end of the Nostalgia Critic review of "Inspector Gadget Saves Christmas." And yes, he actually got Cree Summer to do the Penny voice for that bit. That's pretty frickin' awesome.
Of course, that's not the first time Doug has gotten celebrities to be be in his videos.