We investigate the center-to-limb variation of the brightness of the penumbrae of sunspots. The analysis includes narrow-band and broad-band continuum images of about 80 sunspots observed with the Vacuum Tower Telescope on Tenerife and with the Transition Region And Coronal Explorer (TRACE). We find that the azimuthal intensity variation depends on the viewing angle, i.e. on the position of the spot on the solar disk. With increasing viewing angle, the average intensity remains almost constant on the center side and on the limb side of the spot, but increases in the lateral parts. This is explained by the existence of elevated bright filaments that, when observed from the side and at increasing viewing angle, more and more hide the dark and...