To the best of my recollection there are only two dead babies in Penny Dreadful. I say ‘only’ because, well, it’s Penny Dreadful—a show where De Sade’s brutalised sex slave, Justine, baptises herself in the blood of her freshly murdered abuser before engaging in a threesome with Dorian Gray and the Bride of Frankenstein. Over the top is writer/creator John Logan’s baseline, and he delights in breaking taboos in order to shock and provoke us. Other ostensibly dark and violent shows might shy away from infant death, but not Penny Dreadful. It’s the contrast between the ways that these two babies’ deaths are presented and not simply the show’s willingness to ‘go there’, however, that really offers us an insight into the nature of horror.

The first dead baby is snatched on a train by an apprentice witch. It’s carried back to a gothic mansion in a handsome leather bag, and then the head witch cuts out its heart and sews it into a voodoo doll. She chats away to the Devil as she works, and the heart starts to beat. Just before we cut to the episode’s credits she leans in and kisses the doll. Sensuously. The sequence is creepy as hell, and made me squirm in my chair and watch through my fingers. It didn’t frighten me, though. Season Two’s principal antagonist orders families slaughtered and mutilates her victims’ corpses because of course she does: she’s the villain. Penny Dreadful has no shortage of monsters in its villains and antiheroes— some recognisable from the horror canon, others Logan’s originals. All of them sharing a universe is the premise the show is built on, but the gore they generate is stylised and sensationalised to the degree that it often shocks without penetrating deeper—into either the viewer’s sensibility or the nature of horror itself.

There’s a surreal quality to the experience of binge-watching that really suits this show. I watched all twenty-seven episodes in a week and a half, fuelled by coffee and a need to see if the writers would ever find a storyline bizarre enough to best Eva Green’s acting talents (not even close). As the episodes blurred together I found myself seeing beyond the messy, occasionally halfhearted season arcs and realising that the show’s surface narrative is a means to an end. The real point is the search for humanity that happens between the big plot points. Our damaged anti-heroes are circling each other warily, desperate to feel human and have their humanity recognised. Every once in a while they collide in just the right way, and the results are glorious.

An impromptu dance lesson between a social outcast and an empathetic stranger.

A potentially embarrassing shopping trip where a woman expertly teases her inexperienced friend without ever humiliating him.

One guarded immigrant helping another to wash the dishes after tea.

These small moments, achingly simple and honest, are what gives the show its true power. Forget finding ‘dear Mina’—Bram Stoker’s heroine transformed into a beautiful blonde innocent whose kidnapping motivates her guilt-stricken childhood friend, Vanessa, to enter the demon-hunting business—and forget defeating the Devil-Dracula fraternal tag-team. What really drives these characters, whether they’re self-aware enough to recognise it or not, is the desire for human connection. And, of course, the fear of it. Star-crossed shouldbe- lovers Vanessa and Ethan might tell us they’re afraid of unleashing the literal evil inside themselves, but the disillusioned American frontiersman doesn’t walk away from Green’s gorgeously, gloriously fractured Vanessa and her plea to build a life together because of his feral shadow-self. Not really.

One of the many odd, little lessons that depression’s taught me is that the worst part isn’t the bit where you’re down in the hole. Obviously that bit is bad. It’s awful. But you’re kind of numb at that point. All the awfulness becomes fuzzy and meaningless. It’s when you’re coming out from all that, after you’ve clawed your way back up towards normal, that you have to feel the fear and the shame and the full-on despair. We all ache to escape the darkness, but to have felt pain is to fear the light.

Which brings us to the mother of the second dead baby.

Lily. Oh, Jesus, Lily.

In the first season, Billy Piper’s Brona/Lily is a tragic Irish prostitute, eking out a living on London’s edge, while consumption slowly kills her from within. Her accent’s dodgy, but her laugh rings true. She’s tough, sincere, and painfully— verging on trope-ily—alive. Of course Ethan falls in love with her. And, of course, emotionally stunted man/boy-of-science Victor Frankenstein chooses her: first as slab of woman-shaped meat to shock back to life and present to his Creature as a bride, later as his own perfect, sweetly simple zombie lover. And then the show throws us its one great twist. Lily overpowers the Creature when he tries to force himself on her, and we realise that she’s self-aware. Unlike Ethan and Vanessa, Lily has no intention of hiding in the hole. She’s mad as hell, and finally we’re face to face with a character who isn’t afraid to feel. A character who demands her pain and chooses to let it define her.

The more Lily tells us she’s a monster, the more we see the woman. Fierce. Refusing to bend to the men who desperately try to shape her: Victor and the Creature, who claim they want to love her, but only see the outline of her—a pretty girl without the blood and guts and scars. And Dorian, who only desires her as a playmate so long as she keeps having the right kind of fun, so he can live vicariously through her. Comment sections under reviews of Penny Dreadful are stuffed full of questions about Dorian’s relevance. ‘Why is he in the show?’ ‘Yeah, he’s hot, but does he do anything except have sex?’ ‘Is his storyline ever going to impact anyone else?’ It wasn’t until I watched the Season Three finale, after Dorian betrays Lily and surrenders her to Frankenstein and his twisted medical-school frenemy Henry Jekyll (ingeniously imaged by Logan as an Indo-Scot with a colony-sized chip on his shoulder), that I fully understood the character’s role myself. Dorian represents the consequence of the loss of humanity in a person. All the emptiness of his narrative, reflected in the visual glitz that surrounds his every scene—the opulent but sterile mansion, the glamorous but pointless balls, the classical music sounding just so slightly off as it blares from his gramophone—suddenly made perfect sense.

But if Dorian doesn’t feel, if there’s not enough of the man left inside him for that, does his betrayal of Lily really sting? Is it really so awful? Not particularly, I’d argue. No more than Dracula tricking Vanessa, or the witch sacrificing the baby. He’s just another monster obeying his nature. To be truly cruel you have to have the capacity for empathy. It’s the purposeful base hurts that ordinary people inflict on each other that are the most horrific. The ice-cold betrayal of Vanessa’s mentor, the Cut Witch, and Ethan attacking the Indian village while serving in the US army. Whatever the hell it was that Mina’s father/Vanessa’s father figure, the daring adventurer Sir Malcolm, did to the unfortunate people living on the lands he ‘discovered’ in Africa. These are the dark secrets in our Scooby Gang’s pasts, the origin stories that formed them into the literal (and metaphorical) monsters that they are today. For me personally, it’s Victor’s decision to enlist Dorian in capturing and neutering Lily that’s the most viscerally disturbing choice in the show, because we’ve seen the goodness in him. We know Victor well enough to know that he knows better, and we know what the consequences of such a sin could be upon his soul.

Which, finally, brings us to that second dead baby. The one that really gets under your skin.

This time it’s a death that happens off-screen. We’ve previously seen a simple shot of a grave, instead of the freakily life-like rubber dummy that the witch carved up. Now, finally, trapped in Jekyll’s laboratory, Lily narrates her origin story to Victor, and we look her right in the eye as she tells it. A tale of poverty and the isolation of a fallen woman. Compounded by a hard winter and a harder man. The kind of small tragedy that happened over and over in Victorian London, and ever before, and ever after. Baby Sarah’s death didn’t end the world, or save it. No one mourned her but her mother. But that doesn’t mean her death didn’t matter. Lily has no care for ego anymore, no fear of the depths inside herself. And so she begs Victor not to steal the memory of her daughter away from her.

Victor slowly approaching a shackled, broken Lily with a syringe of bad-thought-erasing serum is the most truly frightening moment of Penny Dreadful. I was sick to my stomach watching it. I was crying. Victor isn’t evil, or a minion in the thrall of evil. He’s an arrogant, self-centred boy who’s about to make a choice that will shape the course of someone else’s life, and that he will have to live with for the rest of his. How blood-chillingly monstrous is it for him to hold this power over her, and how appropriate that Lily’s last hope is an appeal to his humanity. ‘There are some wounds that never heal. There are scars that make us who we are. But without them, we wouldn’t exist.’ This is the knowledge Lily had carried back with her when she clawed her way up from the depths of despair, a lesson I had to learn for myself in order to stop fearing the person that depression transformed me into.

It’s all well and good for Logan to shock us with a grotesque image of a dead baby, but there’s always another creator willing to push our collective tolerance for gore even further. Penny Dreadful’s most meaningful contribution to the genre, and to the fraught question of the nature of horror itself, lies in what it evokes through Baby Sarah’s mere memory—our helplessness in the face of fate’s cruel twists, the inevitable cost of loving other mortals, and our bottomless capacity to inflict pain.