I think that before she left the island she promised to do something for Sawyer.. Maybe she was talking to someone who was helping her accomplish whatever it was she was doing for him..

I was thinking she went to see Cassidy and Clementine but then wouldn't she be in violation of leaving the State if she is in CA and last we heard Cassidy was in New Mexico?

__________________
Please don't give up, Des. Because all we really need to survive is one person who truly loves us. And you have her. I will wait for
you. Always. I love you, Pen

DESMOND: I love you, Penny. I've always loved you. I'm so sorry. I love you!
PENNY: I love you too.
DESMOND: I don't know where I am, but--
PENNY: I'll find you, Des--
DESMOND: --I promise--
PENNY: --no matter what--
DESMOND: --I'll come back to you--
PENNY: --I won't give up--
BOTH: I promise. I love you.