There are some small, simple homestays and bungalows on Nusa Penida. These are in the north between Toyapakeh and Sampalan. There is nothing even approaching mid-range accommodation though. Visitors to the island often do not book ahead and instead turn up and take their chances.
Visitors wishing to explore the remote, rugged areas of the island in the high centre and south may be able to find informal accomodation with a local family by asking a head of village (Kepala Desa). The only other alternative away from the north coast is camping.
In the other island near Penida, specially in Nusa Lembongan, there's so many guest hiuse, hostel, villa, and hotel you can choose. Most of the villas and hotels on the review below also located in Nusa Lembongan.