| Season 1 - Special Features |
| S1-01 |
Costume Design |
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| S1-02 |
Video Blog #1 - What is Penny Dreadful? |
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| S1-03 |
Video Blog #2 - Literary Roots |
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| S1-04 |
Video Blog #3 - Coming Together |
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| S1-05 |
Video Blog #4 - The Artisans - Part One - Set
Decoration & Props |
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| S1-06 |
Video Blog #5 - The Artisans - Part Two -
Production Design |
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| S1-07 |
Video Blog #6 - The Grand Guignol |
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| S1-08 |
Video Blog #7 - Prostitution and Sex in the
Victorian Age |
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| S1-09 |
Video Blog #8 - British Exploration and the
Search for the Nile |
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| S1-10 |
Video Blog #9 - The Science of Medicine |
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| S1-11 |
The Animals of Penny Dreadful - Spiders and Rats
and Wolves, Oh My! - Featurette |
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| Season 2 - Special Features |
| S2-01 |
Becoming Ferdinand Lyle |
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| S2-02 |
Inside Verbis Diablo |
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| S2-03 |
The Witch Burn |
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| S2-04 |
Video Production Blog: Choreography |
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| S2-05 |
Video Production Blog: Dolls |
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| S2-06 |
Video Production Blog: Evelyn Poole's Mansion |
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| S2-07 |
Video Production Blog: The Blood Ball |
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| S2-08 |
Video Production Blog: Waxworks Museum |
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| S2-09 |
Video Production Blog: Welcome Back |
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| S2-10 |
Video Production Blog: Werewolf Prosthetics |
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