Is he back? The creepy new Showtime series Penny Dreadful, set in 1891 London, opens with the unbelievably messy dismemberment of a little girl and her pregnant mother. The crime has the Victorians in a panic as they wonder if Jack the Ripper — not heard from in three years — has returned for yet another murder spree. Little do they know, they have so much more to worry about. Such as devils and ghosts and vampires. And ancient Egyptian curses. Oh, and scientifically resurrected dead people, courtesy of one Victor Frankenstein.