Penalty saving abilities are of major importance for a goalkeeper in modern football. However, statistical investigations of the performance of individual goalkeepers in penalties, leading to a ranking or a clustering of the keepers, are rare in the scientific literature. In this paper we will perform such an analysis based on all penalties in the German Bundesliga from 1963 to 2007. A challenge when analyzing such a data set is the fact that the counts of penalties for the different goalkeepers are highly imbalanced, leading to the question on how to compare goalkeepers who were involved in a disparate number of penalties. We will approach this issue by using Bayesian hierarchical random effects models. These models shrink the individual goalkeepers estimates towards an overall estimate with the degree of shrinkage depending on the amount of information that is available for each goalkeeper. The underlying random effects distribution will be modelled nonparametrically based on the Dirichlet process. Proceeding this way relaxes the assumptions underlying parametric random effect models and additionally allows to find clusters among the goalkeepers.