Welcome back to episode 4 already of Pennyworth, titled ‘Lady Penelope’.
We begin with Lord Harwood who is now living on the streets as a wanderer. Then a younger guy spots him and offers to make him some tea and a sandwich. Further, in the episode, we see him again when Alfred walks past and gives them some money, but only then we see that the younger guy has Harwood locked up in a cage as some kind of animal.
Alfred is working in The Velvet Rope when the inspector visits him. He is disappointed in Alfred now working for Marta, who works for Thomas Wayne and the No Name League. The inspector could even arrest him for working against the queen, but Alfred counters that she doesn’t pay him enough. Around the same time, Thomas meets Martha for the first time in her apartment. He gives her the assignment to retrieve the name of the new Raven Society leader from one of their members. He also gives her a gun which she refuses at first because Alfred doesn’t like guns. But Thomas says that she should try everything to real Alfred into their organization, the price of it does not matter. Martha goes to the pub to let Alfred know they have a job, but Alfred doesn’t want to work for her anymore. At first, his excuse is because he is getting married, but later he says it is because the police are already after him. Eventually, he agrees to the job when Martha offers him more money.
When Alfred comes home, he is greeted with Esme and a gun. She was getting paranoid that someone was listening at the door and she got so scared that she grabbed the gun. Alfred offers her to stay at his parents’ house when he is doing the job for Martha. The next day, Martha and Alfred are at Paddington station to meet the Raven Society member who will take them to their new leader. But when they arrive, they are too late and find the guy who is already fatally injured. His last words are ‘the darkness’ before collapsing again. Alfred takes his wallet and finds three train tickets to the countryside. Martha and he decide to go there and see what they will encounter. They find a tearoom which is called ‘The Darkness’ and go inside to order tea and crumpets when Alfred casually mentions the dead man at Paddington station. They drink their tea and eat their crumpets until someone will come to fetch them.
Meanwhile, Alfred’s father is showing Esme all the table arrangements he did for all kinds of high-class people. She asks him and Alfred’s mother to help them with their wedding when Alfred calls from the tearoom. When he is on the phone, everyone clears out of the tearoom and when Alfred hangs up the phone they are threatened by the tearoom owner with a shotgun. A struggle follows and she is accidentally shot in the chest with the shotgun. Alfred and Martha are chased through the village by two men before Alfred manages to knock them out. The next two men that attack them wear weird raven headpieces and Alfred is beaten up. But Martha grabs the gun out of her bag and scares the two men off. It is then that she notices that she has a wound on her leg. Martha and Alfred decide to split up, Martha goes to the nearest hospital as Alfred lets himself get caught by the two raven men.
Martha meets the doctor, Frances Gaunt, who gives her an anaesthetic for the eight to nine stitches she needs. Martha is worried that it’ll leave a scar before falling unconscious. When she wakes up again, she is wearing pyjamas. The doctor mentions that she has seen every house in the area, but has never seen a French window, something Martha claims she has fallen through. When Martha asks about her clothes, the doctor tells her not to worry about it and that they are being burned since she won’t be leaving this house alive and that it is her they are looking for, the leader of the Raven Society. Meanwhile, the raven men try to fool Alfred into thinking that he is meeting the leader, but he isn’t easily fooled and he doesn’t believe them. Then they bring Alfred into the same room as the doctor and Martha. He and Martha fight their way out and they overpower the doctor and her henchmen. The doctor thinks they are there to kill her when the only thing they wanted to know was her name. They request a car and some bottles of beer before driving back to London. When they are back in Martha’s house, Alfred gets paid, they have a drink and they share a kiss.
Back at the Pennyworth house, Esme sneaks away when Alfred’s parents fall asleep on the couch. She leaves a note for Alfred that she is painting in their new house and Alfred goes on his way to meet her there. In their new house, someone opens the door and Esme thinks that it is Alfred, so she decides to hide to scare him. But when she sees the person, it is not Alfred and she is strangled by this mystery man. Alfred is still walking on the street and gets a weird feeling. Alfred now runs to the house, but he is too late and finds the now dead Esme on the floor.
Somewhere out of London, Bet is bored because she cannot leave the house. So she plays loud music to get her sister angry. It works and Peggy hits her with a pan, so Bet throws her at a door. Then Peggy gives her another punch and almost chokes Bet before releasing her again. Sometime later, Bet leaves the house because she is not wanted there anymore.