  Kaigorodov spaces arise, after spherical compactification, as near horizon
limits of M2, M5, and D3-branes with a particular pp-wave propagating in a
world volume direction. We show that the uncompactified near horizon
configurations K\times S are solutions of D=11 or D=10 IIB supergravity which
correspond to perturbed versions of their AdS \times S analogues. We derive the
Penrose-Gueven limits of the Kaigorodov space and the total spaces and analyse
their symmetries. An Inonu-Wigner contraction of the Lie algebra is shown to
occur, although there is a symmetry enhancement. We compare the results to the
maximally supersymmetric CW spaces found as limits of AdS\times S spacetimes:
the initial gravitational perturbation on the brane and its near horizon
geometry remains after taking non-trivial Penrose limits, but seems to
decouple. One particuliar limit yields a time-dependent homogeneous plane-wave
background whose string theory is solvable, while in the other cases we find
inhomogeneous backgrounds.
