One possible reason for Penelope's recent increase in the USA might be the publicity given the name by the actress PenelopeCruz. A cursory look at the Internet Movie Database seems to show that her first two English language films, Woman on Top and All the Pretty Horses, were both released in 2000, which was the first year of Penelope's comeback onto the SSA top 1000 list.
Scarlett is of course getting help from Scarlett Johansson. The character of Scarlett O'Hara probably also seems more "possible" as a namesake to parents today than it did in previous generations. Frankly, a lot of people back in the 1950s wouldn't have thought of giving their daughter a name identified with such a strong-willed and sexually aggressive female character. I think that modern parents simply don't see Scarlett O'Hara as being as bad a role model as early generations did. Plus the modern increase in willingness to give girls either "word names" such as Destiny or "surname transfer" names helps young parents to see Scarlett as being more appropriate.
Caspian really isn't very common yet, though it's certainly getting a lot of discussion on baby name websites. Part of this is simply the increased publicity given the Narnia books lately, and part of it is that Caspian can be seen as a "different but not too different" alternative for other fashionable boys' names ending in -n such as Caden, Damian, Cameron, Carson, Gideon, Adrian, etc.
Audrey's rather remarkable in having made a comeback much earlier than expected; most of the Audreys born during the name's previous height of popularity around 1938 are still living. Off the top of my head I would guess that its similarity in sound to Ashley may have had something to do with this.
Beatrice really hasn't increased yet in my statistics; like Caspian, I'm not sure that the "interest" in it on baby names sites has really translated much yet into actual babies. But it is about time for it to be able to revive, considering that its last high point was sometime around 1910.
This is all just off the top of my head, mind you. I may think of something else later. I am about to leave to attend the General Assembly of the Presbyterian Church in Alabama for a week, however, so probably won't be able to post on babynames.com again until around June 22.