@Bianca *********
, on 13th Nov 2015 they stopped issuing double entry tourist visas and went to a 6 month METV <- multi-entry tourist visa and that was when most consulates put a residency requirement to get that visa. <-meaning you legally live in the country you're apply for the visa in or you can't get it.
The ONLY thai consulates near by that will sell a 6 month METV to someone without residency are the ones in Australia. Otherwise you go back to your country to get one.
You're out nothing by trying to get a single entry tourist visa in Penang, just make sure you meet the requirements 20K baht in a bank account, proof of onward travel within 60-90 days and proof of a hotel booking or confirmed lodging.
IF you're wanting to just bounce out and back in to get a 30 day visa exempt entry remember the southern borders ask for proof of funds 20K baht in CASH (not a bank statement and not an ATM card). Also remember you can only get TWO 30 day visa exempt entries by land in a calendar year (Jan 1 - Dec 31)