It crushes my soul that three seasons in there is no thread for this show (that I saw, and I tried to be thorough). If you have been trying to keep Penny Dreadful bottled up away from the world because you love it so much, I understand. I do. I really do. It's precious to me. I love it more than any other show I've ever watched. It's time, though, to let it do what it was meant for and touch the lives of every person you have EVER MET EVER! *ahem*
Before I hype this show up to proportions that might make people A) go nuts, B) try it, C) hate it, and, finally, D) come back here just to rant about hating it, I'll say this:
The show's creative writer has put aside the action (not to say there isn't action, there is) in favor of exposition. For example, the descriptive dialogue is so visual actually seeing what a character says is unnecessary. That is how literary this writing is. You can picture it in your minds eye like an audio book when a character speaks. This show is about showing and telling stories equally.
And just as well since we are introduced to such literary characters as Dorian Gray, Victor Frankenstein, vampires like Dracula, werewolves, witches and so much more in just the first season. It's like a living breathing multi-novel adaptation. And anything that can make Josh Hartnett into something more than a 90's heartthrob who I had written off as too pretty to be taken seriously *takes a breath* has to be worth at least three episodes before backing out, right?
Guys, if you haven't seen this, get on it. I find it absolutely compelling and I hope you do as well. | 
