'Penny Dreadful' Will br Return to Showtime br in a New Time Period 'Penny Dreadful: br City of Angels'br is set in Los Angeles br around the year 1938. Showtime canceled br the original series set in br Victorian London two years ago. Set to begin br production in 2019, John Logan,br via Gizmodo Show-runners say LA in 1938 br "was facing some hard questions br about its future and its soul." The Penny Dreadful characters br will "face powerful questions br and arresting moral challenges.