The dispatching of the master vampire from the pilot. At first, it appears that Sir Malcolm is going to make a badass Last Stand against the creature that's already shrugged off Ethan and his bullets. Then, Vanessa steps in front of him, making the creature step back and distracting it enough so that Sir Malcolm can skewer it through the heart with his sword cane. Whatever powers Vanessa has (and from whatever source), they're enough to freak out a millennia-old master vampire.
Another, purely-intellectual awesome moment for Vanessa, for being able, in the midst of all the weirdness, emotional upheaval, and disorientation of her vision of Mina, to think rationally enough to deduce that she's at the London Zoo. How many people, confronted by such an apparition, would ever take pains to listen to the background noise?
Ethan taking out two of the vampires with Boom Headshots is pretty badass.
His performance in the Wild West Show is also pretty impressive. Especially when he juggles a horseshoe in midair with three rapid shots.
Proteus was able to adjust to being out in the world very quickly, and even meeting new people. It was both touching, and genuinely impressive.
Nightmare Fuel aside, in "Séance", the Dynamic Entry of Victor's "prodigal son" as he kills Proteus is just sheer amazement, ripping through the back like Proteus was nothing, and the Creature comes without warning.
Ethan putting his fingers in a wolf's mouth. One false move and that wolf could have snapped off his whole hand.
When Vanessa, in flashback to when she first recovered from her illness/possession, calls Sir Malcolm out on his hypocrisy:
Vanessa: Have you imagined, for one moment, what this has been for me? An unforgivable transgression that has marked me for life! You think you've suffered. You think you know blood. You think you've walked on corpses, spread them from here to the horizon, and I have walked further. You weak, foul, lustful, vainglorious man! How dare you presume to speak to me of death?!
Ethan, Sembene and Sir Malcolm taking on the vampire coven on the plague ship in "What Death Can Join Together".
Particularly Sembene's proficiency with his kukri knives, and the final casual Boom, Headshot! Malcolm gives one of the Brides.
Ethan managing to perform an exorcism on Vanessa, with no "supernatural" skills, and simply the purity of his faith in Vanessa to back him up.
The entire fight sequence at the climax of "Grand Guignol", with the heroes taking on the entire vampire nest in the titular theatre. Highlights being Malcolm killing the lead vampire and (while also a Tear Jerker) going Papa Wolf and choosing to save Vanessa from Vampire!Mina.
Victor taking a level in badass and going from Non-Action Guy to acquitting himself well in the Grand Guigol battle, shooting several vampires and keeping himself alive as well as resident badass fighters Ethan and Sembene.
The villains in this show have always been a bit lackluster - if they're not offscreen altogether. Enter Helen McCrory's Evelyn Poole. In "Fresh Hell", she sends her witchy minions to attack Ethan and Vanessa, which would have succeeded if not for Vanessa pulling out some serious Latin, bathes in a tub of blood, and dispatches the minion who failed by winking and then slitting the girl's throat with a blade secreted in her ring.
Ethan and Vanessa, of course, should never be overlooked for badassery. They fight off the witches with nothing more than their hands, feet, and some supernaturally-acquired Latin.
Gladys Murray gets a quiet moment, by giving her husband the telling off he deserves and coldly informing him she's not planning on ending their separation.
It's been shown how incredibly easy it is for the witches to manipulate people to their own ends, whether by magic, or blackmail. So it's very refreshing to see Hecate set herself up to ensnare Ethan - and then have him not at all taken in by her tears and acting, effortlessly pick apart her cover story (even if he thinks his father hired her, at first) and finally tell her to stay away from him, leaving her completely speechless as he makes his exit.
Sembene basically shouting the possession out of Malcolm. It even makes Evelyn go Oh, Crap! when she hears it through Malcolm's doll.
The Creature, locked in a cell by the Putneys listens as they talk of their plans to show him off to guests and run him down as a monster. The Creature takes it all in...and then breaks the cell door right off, revealing he could have escaped at any time. He then grabs Octavia and snaps her neck before smashing Oscar's head into the wall several times. When Lavina comes down, the Creature mulls killing her but instead just walks out, leaving the blind girl totally unaware her parents are dead at her feet.
Lily and John Clare's confrontation in "Memento Mori" where she stands up to him and asserts herself and gives a "The Reason You Suck" Speech to him and to men in general.
It also counts as as a meta one for Billie Piper. She absolutely dominates the scene, delivering several impassioned monologues (or one long one interrupted twice by Clare) as she goes from vulnerable to domineering to seductive. She even slips in an Irish accent at the most heated part of the speech!
Malcolm running off to confront Evelyn is predictably foolish. Malcolm staring down Evelyn, a woman he loves, but knows is an evil Satan-worshipping witch who successfully brainwashed him and wants to kill Vanessa is pretty badass, even when she drops a scorpion into his lap (which he effortlessly knocks off the second she leaves).
Vanessa fights off the devil which has possessed Evelyn's Creepy Doll and wins.
Beloved, know your master.
Lyle proves that he's not helpless by shooting and killing one of Evelyn's witches.
From "The Day Tennyson Died", the Season 3 opener:
Lyle snapping Vanessa out of her depressive episode in "The Day Tennyson Died", showing her incredible kindness and understanding.
Malcolm and Kaetenay taking out the band of thieves in Zanzibar , combining Malcolm's drunken brawling and Kaetenay's serious knife skills.
The four words fans have been waiting for since the show began, as poor Renfield cowers in terror.
My name... is Dracula.
When Sir Malcolm and Kaetenay are on the train and a cowboy is being extremely racist toward Kaetenay due to him being a Native American and Sir Malcolm delivers a brutal reason you suck speech to the cowboy and makes it very clear it would be in the cowboys best interest to walk away now.
From the fourth episode, "A Blade Of Grass," Vanessa squares off with Lucifer and Dracula at once. And resists them. When the two threaten to unleash all the horrors and terrors at their command, Vanessa sneers at them "unleash them", declaring that while she is nothing, "no more than a blade of grass. I am!" And demonstrates her power to the biggest, baddest monsters in all of Penny Dreadful.
Kaetenay slicing the throat of a mook with one knife-slash and decapitating a rattlesnake with the backswing of the same strike.
Dracula sends a horde of vampires scurrying away from the corpse on which they were feeding with nothing but a slight twitch of his finger.
The dinner table massacre at the Talbot Ranch in "No Beast So Fierce" is full of badass moments: Rusk taking out Hecate before being shot by Ethan; Malcolm, Kaetenay, and Ethan storming the chapel; Kaetenay's sneak-attack; and finally, Malcolm shooting Jared Talbot so that Ethan won't have to kill his own father.
Catriona's fencing duel at the academy, especially utilizing as many dirty tricks as she needs to win.
Ethan, Kaetenay, and Malcolm fighting unarmed against Dracula's vampiric minions. And Catriona's Big Damn Heroes moment.
One sentence from Dr. Seward: "You should have listened to more of the recordings."
The climax of season three's penultimate episode "Perpetual Night": Dracula starts flinging Ethan around like a ragdoll and leaves his minions to kill him. Just as the full moon appears. Ethan wolfs out and starts tearing through the vampires. And then Kaetenay walks forward, transforming as he goes into a werewolf, and joins in the Mook Horror Show.
The epic action sequence in the final episode definitely counts. Our heroes, surrounded by hungry vampires and Dracula himself watching over them. Making a decision, the True Companions opt to fight for what's right one last time. Sir Malcolm even tells them all what an honor it is to die at their sides. And then when all seems lost, Ethan arrives, gunning down vampires left and right.
Two words from Dr. Seward: "Fuck him." Explanation She's talking about Dracula. While standing in his lair. Surrounded by vampires who are clearly dying to feed and are only waiting for Dracula to give them the signal.
She also has a blink-and-you'll-miss-it moment of badass in the climax of that episode: Even though she's the only member of the group to not have fought the supernatural before and has just seen Dracula flinging people across the room effortlessly, she jumps in and charges at him even though she's armed with nothing but an empty pistol to use as a bludgeon.
Though not a single one of them is able to touch Dracula in a fight, the fact they are all still going against the Lord of all Vampires and live to tell about it is amazing in of itself.
One for the show makers; for the grand Guignol, they actually built a real life size theatre, from the bar to the auditorium to backstage, and even to the dressing rooms!
And tore it down and rebuilt it for season two as a full-scale replica of a Gothic castle for Evelyn Poole's home.
The blood ball in "Glorious Horrors" is appropriately terrifying, but also stunning to watch. Showtime has a featurette depicting how they green-screened Dorian's portrait gallery so the walls and ceiling could rain blood, as well as the acting/choreography required to get a dozen lead actors and two dozen professionally-trained dancers to waltz while being sprayed with fake blood.
Eva Green insisted that she actually be tied down during the possession/asylum scenes.
Kudos to Reeve Carney for playing Dorian as so outwardly gracious and glamorous that plenty of fans were shocked that he murdered Angelique in cold blood. Even viewers who knew all along that the character's literary incarnation was a total villain were taken in by his facade, thinking someone so boyishly-charming and elegant must not have slipped into true evil yet ... which is exactly the point of the Dorian Gray story!