I thought the same way at first! Actually I found offshore brokers that do let retail investors get borrows for penny stocks. American investors can easily open an account with them just like a fidelity or E-trade account. SureTrader.com is a broker based in the Bahamas and regulated by the Bahamas version of the SEC. I specifically asked if I can short FITX and they said yes we allow you to short FITX. Anything above .009 they allow you to short if its available. It might not be available every day but you can still short FITX when its available. Suretrader.com was just one website I found that lets retail investors short penny stocks but i'm sure there are others.
That being said I don't think I could ever get into the game of shorting penny stocks. The risk to the upside is to great for me to be wrong. If I'm wrong about being long on FITX and it goes down I can just buy more as long as my long term thesis is still in tact. Try doing that with shorting penny stocks and you will lose most of your money covering or maintaining the hefty margin requirements due to the rapid volatility of these stocks.
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