[Note: The following review contains spoilers for all aired episodes of Penny Dreadful, including the most recent, “Grand Guignol”.] What I might love most about Penny Dreadful is how much it seems to delight in subverting our expectations. From the title “Grand Guignol,” I had been prepared for the first season finale to be a veritable bloodbath, when in actuality, it seems that the title springs almost solely from the location of the ultimate showdown with Mina, namely the theatre at which Caliban works–or did–that staged the penny dreadful plays (speaking of which, the fact that the story culminates on that very stage, framed by the theatrical proscenium, is a lovely meta wink). There is certainly some death and tragedy in the hour, but it is all surprisingly restrained, the characters’ emotions the real stars of the show. No scene in this episode matches the raw intensity of the penultimate one, “Possession,” nor does it have to. This episode is more about throwing the audience off guard by being impressively understated than in simply upping the ante for shock’s sake. For one, I was taken aback by what the episode does with Caliban and his creator, Victor Frankenstein. What has made Caliban such a fascinating character throughout is what a split personality he seems to have, and “Grand Guignol” draws that into sharper relief than ever before and twists it. Throughout the season, we had seen him appear as a vicious, menacing figure every time he approached his “father,” whereas in the theatre, he was always weak and obsequious. With Victor, he would stand up, tall and imposing; in the theatre, he was always hunched over. It’s sometimes difficult to reconcile our compassion for the Caliban in the theatre with the monster who haunts Frankenstein and tears his friends to pieces, and yet it makes complete sense. When he appears to his creator, he is putting on a facade, one that he learned by watching the grandiose performances of the actors at the theatre and from the John Milton poetry he reads, in order to keep Victor from realizing what a wounded, lonely soul he is. He tries to intimidate him into making him a companion, since he is denied that in his day-to-day life–a life of much misery and pain at the hands of the sneering actors, yet ironically also the only place he...