  We study the Penrose limit of various AdS_p X S^q orbifolds. The limiting
spaces are waves with parallel rays and singular wave fronts. In particular, we
consider the orbifolds AdS_3 X S^3/\Gamma, AdS_5 X S^5/\Gamma and AdS_{4,7} X
S^{7,4}/\Gamma where \Gamma acts on the sphere and/or the AdS factor. In the
pp-wave limit, the wave fronts are the orbifolds C^2/\Gamma, C^4/\Gamma and R
XC^4/\Gamma, respectively. When desingularization is possible, we get
asymptotically locally pp-wave backgrounds (ALpp). The Penrose limit of
orientifolds are also discussed. In the AdS_5 X RP^5 case, the limiting
singularity can be resolved by an Eguchi-Hanson gravitational instanton. The
pp-wave limit of D3-branes near singularities in F-theory is also presented.
Finally, we give the embedding of D-dimensional pp-waves in flat M^{2,D} space.
