Penelope is a minor character and was the wife of Arthur, until he killed her. She is portrayed by Leslie Fleming-Mitchell.
Episode 10 - Betrayal At The House On The Hill
During a flashback with Arthur, we see him with this lady. He slips in poison into her tea, she drinks it and he says"happy anniversary, darling". She then proceeds to start wailing, falling to the floor and dies. Arthur throws his wedding ring on the floor.