It's understandably hard to make a show about California that doesn't turn into a sprawling, disjointed mess because, well, California is a sprawling, disjointed mess connected only by a freeway system that looks like Medusa in high humidity. Penny Dreadful: City of Angels—creator John Logan's spiritual sequel to his Gothic horror drama that ended abruptly in 2016—adds another layer of irony to that idea by placing California's quest for its first major freeway at its center, a cold move by the predominantly white governing class that rightfully enrages the Mexican-American population it will …