I forgot to mention that I noticed a major gaffe in the script for Penny Dreadful, episode 1 (no spoiler involved)--a character refers in conversation to something like "a secret world, a demi-monde"--using the French expression demi-monde or half-world to refer to the supernatural and the occult. In fact, in popular parlance of the period, "demi-monde" simply referred to the life of wealthy courtesans and "adventuresses," flamboyant women who flouted convention with multiple lovers and a highly visible, famous or infamous way of life (in some ways, the Victorian version of today's Kardashian women, except that demi-mondaines typically lacked their own independent income--though some had great amounts of wealth settled upon them through fully legal means by their male admirers).
There's a Wikipedia entry on the demi-monde which is interesting to read. I think it said that the term became popular after Dumas wrote a play with this title in the 1850s.
I noticed another, sartorial gaffe that I find inexplicable in the photos from episode 2, but I'll wait until that has been aired to note it.
G.