The series chronicles the lives of the fictional Brothers Faversham, nine men who 'straddled the Victorian era like a mighty change-Titan.' (Twins Perceus and Lucius share an episode between them.) Each episode also features miscellaneous material, such as spoof adverts. The exceptions are the specials, which take place in other historical settings:
- Guy Fawkes (November 2009): a Bonfire Night special, guest-starring Kevin Eldon, about Fawkes' role in the Gunpowder Plot and his subsequent execution.
- Revolution (July 2011): a recap of The French Revolution as seen by Maximilien Robespierre (Richard E. Grant) and sixteen-year-old Marie Thérèse (Sally Hawkins).
- Hereward The Wake (December 2012): a Boxing-Day special about 11th Century would-be folk hero Hereward the Wake, narrated by Justin Edwards.
The specials and the Brothers Faversham episodes are often viewed as separate shows, due to their different subject matter and home stations, but the British Comedy Guide regards them as the same.
The Penny Dreadfuls Present... contains examples of:
- Action Girl: The mother of the Faversham family, Lady Alexandra."Victorian Britain's most pregnant and deadly superspy."
- Angsty Surviving Twin: Lucius to Perceus. But under rather unexpected circumstances.
- Arson, Murder, and Jaywalking: In Theseus:Judge: We therefore find the defendant, His Grace, the Bishop of Gloucester, guilty on four counts of premeditated murder; five counts of arson with malice aforethought; eight of embezzlement; twelve of fraud; and one count of conspiracy to fix the results of Calvalley village fête tombola.
- Badass Cape: Hereward's is green.
- Big "NO!": By Lady Alexandra when Le Chevalier curses her unborn child.
- Boisterous Bruiser: Hereward.
- Bomb-Throwing Anarchists: Lady Alexandra foils a gang of them in Russia. Possibly related to the similar gang Marcus comes up against in London, some years later.
- British Brevity
- Cain and Abel: Perceus and Lucius.
- Comically Missing the PointPercy: Oh, but we shan't be making buttons, Mr Bluff. We shall be making something far more magical!
Mr Bluff: Duffels!
Percy: N-no, Mr Bluff. Chocolate!
- Creepy Twins: The young Perceus and Lucius, at least according to Nanny O'Brien.
- Dastardly Whiplash: Lady Alexandra foils a few in the course of her career, notably Le Chevalier. Lucius only narrowly averts this trope by not quite being one-dimensional; his villainy maybe be hammy and smug, but he does at least have convincing motives.
- Downer Ending: Since the Faversham brothers' lives are documented from start to finish, these are unusually common for a comedy show. Played for Laughs in Augustus:Narrator: The boy went on to be killed on the first day of the Somme. Yeah, not laughing now, are we? [Closing theme music]
- Dramatic Thunder: During Lucius' evil rant on the balcony.
- Dying CurseLe Chevalier: I curse you, Alexandra Faversham, and I curse the child within your womb! That child shall know my anguish. He shall be nervous. He shall be awkward. He's going to be all creepy and weird, unnerving all those he talks to. And he'll be crap at sport!
Lady Alexandra: NOOOO!
- Dying Moment of Awesome: Marcus, who dies onstage, having foiled a terrorist plot against Queen Victoria and reconciled with his best friend Arthur Chuck Norris, and to the longest round of applause in recorded history. According to Arthur, it looks really cool.
- Evil Is Hammy: Frederick de Stockhenchman of Hereward The Wake is probably the best example.
- Evil Twin: Lucius to Perceus.
- The Future Will Be Better: Robespierre's vision for the France, which involves We Will Have Perfect Health in the Future.
- Headless Horseman: Subverted in Hereward The Wake:Thorkel: And leading the charge, a headless horseman - with the gruesome head of a man balanced upon his shoulders!
- Hoist by His Own Petard: As in reality, Robespierre is ultimately put to death on the guillotine he liked so much. Maria Theresa points out that the irony goes deeper, Robespierre having come to embody traits he demonised in the aristocracy -"You have given the people a taste for regicide and now you have made yourself king."
- Impersonating an Officer: A minor villain, exposed by Theseus, who doesn't realise that it's actually against the law.
- Interdisciplinary Sleuth: Theseus draws on his medical training to solve crimes.
- Lady Drunk: Nanny O'Brien is a working-class Oirish variation.
- Large Ham: Although every episode features plenty of Chewing the Scenery, the character of Leonidas Faversham clearly draws heavily on BRIAN BLESSED.
- Larynx Dissonance: Harriet, a wealthy older woman who flatters Marcus, sounds like an extremely Camp Straight man. Turns out she's a camp lesbian.
- Motive Rant: Pop up in Perceus & Lucius, Theseus, and by Grubb in Titus.
- Not So Different: Robespierre and Maria Theresa pull this on each other, but in ways they both find disagreeable.
- Only Known by Their Nickname: Titus Carnegie Baracus, better known as TC.
- Polar Opposite Twins: Charming Uncle Pennybags Percy and megalomaniacal Rival Turned Evil Lucius.
- Pregnant Badass: Lady Alexandra's job description.
- Rebel Leader: Catesby in Guy Fawkes, Robespierre in Revolution and Hereward in Hereward The Wake.
- Rebellious Rebel: Fawkes in Guy Fawkes and Thurston in Hereward The Wake.
- Shades of Conflict
- Black-and-White Morality: Most of the Brothers Faversham episodes. The brothers can good, evil, or both (though not at the same time).
- Grey-and-Gray Morality: Revolution and Guy Fawkes. Hereward The Wake is too silly and too busy poking fun at Hereward's heroism to spend much time dwelling on morality, but it's more like Black and Grey Morality.
- Shut Up, Hannibal!: Hereward to Frederick, although afterwards it seems the speech got to him after all.
- Stage Magician: Augustus and his mentor, the Great Amazingo.
- Third-Person Person: Maximilian becomes one after success goes to his head.
- Uncle Pennybags: Percy. The model village he builds for his employees, Happy Town, is based on the priciples of 'healthcare, housing and sweeties for all.'
- The Un-Favourite: Augustus, whose family are only too keen to get rid of him.
- Victorian London
- We Can Rule Together: Le Chevalier tries this on Lady Alexandra, offering her control of any part of the world she likes. Except Devon. No, he has plans for Devon.