Penske kept Marlboro on as sponsor overtly until 2006; until 2009 the cars were still painted in the distinctive white with dayglo Marlboro Red "chevron" paint scheme with "Team Penske" on the sidepods.
Interesting that in 2006 when Sam Hornish won the 500 it was still ok for his car to carry "Marlboro Team Penske" and the red & white livery but the diecast of his car had to be stark white because it would have been considered as marketing cigarettes to kids otherwise.