A measurement of the polarization of Lambda and (Lambda) over bar baryons produced in pC and pW collisions at root s = 41.6 GeV has been performed with the HERA-B spectrometer. The measurements cover the kinematic range of 0.6 GeV/c < p(perpendicular to) < 1.2 GeV/c in transverse momentum and -0.15 < x(F) < 0.01 in Feynman-x. The polarization results from the two different targets agree within the statistical error. In the combined data set, the largest deviation from zero, +0.054 +/- 0.029, is measured for x(F) less than or similar to -0.07. Zero polarization is expected at x(F) = 0 in the absence of nuclear effects. The polarization results for the A agree with a parametrization of previous measurements which were performed at positive x(F) values, where the A polarization is negative. Results of A polarization measurements are consistent with zero. (c) 2006 Elsevier B.V. All rights reserved.