Penny Nelson is a character. It is a character in American Horror Story portrayed by Grace Gummer.
The Astounding Lizard Girl (born Penelope 'Penny' Nelson) worked as a candy striper to avoid being sent to reform school. She is a woman who defied rules by wearing bright red lipstick against hospital rules and insensitive, claiming that if she gave birth to a freak, she'd drown it in the bathtub. At Elsa's invitation, Penny visits for a night of opium and group sex with human oddities. Upon sobering, she claims to have been drugged and ravished and she intends to tell authorities. After Elsa shows her film of the orgy, Penny admits, though disgusted with herself, that she liked it.
Since then, Penny and Paul the Illustrated Seal have been carrying on a secret affair, of which her strict father disapproves. She must contend with his threats, behind the barrel of a shotgun, in order to leave the house. When Paul is wounded by Elsa, Penny decides to move in and aid with his convalescence. When she returns to her family home to pack, she is waylaid by her father, who has hired a tattoo artist to disfigure Penny's face as to disown her. Penny is scarred with a reptilian face tattoo and a forked tongue. She returns to Paul as a fellow freak and outcast.
After Ethel Darling's death, Penny and the other female members of the troupe grow vengeful of the treatment received from Penny's father and decide to take their revenge. Penny with the other women break into her previous family home and kidnap Penny's father and take him to the strong man's caravan to torture him. After pouring hot tar and pillow feathers on her father, Penny is about to murder him with a kitchen knife when she is interrupted by Maggie who persuades her not to sink to the depths her father had and that she had more to lose than gain if she was caught. Penny shows mercy and spares her father's life.
Penny begins to work as a freak at Fräulein Elsa's Cabinet of Curiosities along with Paul. Immediately after shooting Paul, Dandy kills Penny.
She is last seen with Paul in the afterlife, happily informing Elsa that they got married.