When site owners are reviewing their link profiles they will often get really concerned when they see they have hundreds of links from one domain, especially if that link contains anchor text.  For example, let's say an SEO company really liked an article of mine and so they linked to it in their sidebar saying, "Here is a great article on unnatural links.  Now, let's say that site has 300 pages and the sidebar exists on all 300 pages of their site.  All of a sudden I have 300 links pointing to me using the keyword "unnatural links".  Will this cause the Penguin algorithm to affect me?

Here is what John Mueller said in a Webmaster Central Hangout on July 5, 2013.  Start watching at 42:16.

Generally speaking, sitewide links can be fine. That's not something where we would say that if a link is across a whole website then it's automatically considered bad.  I wouldn't automatically treat those sitewide links as being problematic.  Sometimes what happens is that we will run across site wide links where it's like, "Oh, these are our partners."  And, you look at those partner websites and they also have this partner block on the side that point to the same sites and it's more like a link exchange there.  But, those are essentially just normal unnatural links.  It's not that because they are sitewide they would be considered bad.  It's more that there is just this link exchange happening.

So, don't worry if you have a naturally earned sitewide link, or even a lot of footer links. But, if you have a self made one, treat it the same way that you would any other unnatural link.