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We study the Penrose limit of ODp theory. There are two different PP-wave limits of the theory. One of them is a ten dimensional PP-wave and the other a four dimensional one. We observe the later one leads to an exactly solvable background for type II string theories where we have both NS and RR fields. The Penrose limit of different branes of string (M-theory) in a nonzero B/E field (C field) is also studied. These backgrounds are conjectured to provide dual description of NCSYM, NCOS and OM theory. We see that under S-duality the subsector of NCSYM$_4$ and NCOS$_4$ which are dual to the corresponding string theory on PP-wave coming from NCYM$_4$ and NCOS$_4$ map to each other for given null geodesic.
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