Every year the physics department awards several fellowships on the basis of excellence in research and coursework: currently, the Duncan, Downsbrough, Troxell and Miller Graduate Fellowships. Ask Professor Robinett, or look for an e-mail in the fall semester, probably toward the end. You can also read about other Penn State awards here:
The major external fellowships are the NSF, the NDSEG, the Hertz Fellowship, and for computational physicists the Computational Science Graduate Fellowship. These are highly competitive, highly prestigious, and high in the provided funding.
If you are a member of any societies, try checking whether they have awards as well. Also try searching for awards specific to your research area, or specific to your background, e.g. a first-generation student or an ethnic minority.
Penn State provides the following information about external graduate fellowships.