- "I say, open this door at once! We're British!"
— Sir Jeremy Hodge
Lady Penelope Creighton-Ward is contacted by her friend Sir Jeremy Hodge, a noted scientist - and fellow field agent for International Rescue - to met her secretly in Paris. He explains his colleague, Professor Borender - who holds the secret for converting water into rocket fuel - has gone missing. As they retrace Borender's steps, including a trip aboard a monotrain bound for Anderbad, both agents are kidnapped - and Penny's held hostage in exchange for the conversion formula...
Sir Jeremy and Borender are reunited, in captivity - in the subterranean lair of their kidnapper, Doctor Godber. Intent on forcing the two scientists to reveal their secrets, he's had Penelope tied to a railing - and placed directly in the path of the oncoming Anderbad Express! Now, will they talk?
- Main article: The Perils of Penelope/Storyline
- Main article: The Perils of Penelope/Transcript
International Rescue Equipment Used
Non-International Rescue Equipment Used
- Traditional Parisian buildings from this episode later feature in the Captain Scarlet and the Mysterons episode Seek and Destroy, in which they are visible in an establishing shot of the Paris hotel that Destiny Angel stays at.
- This is the Monobrake's first appearance, and the only time it's seen to be involved in a rescue. its last appearance is in the episode Cry Wolf, where it's one of the machines seen during Alan's tour of Tracy Island.
- This episode features an abbreviated version of the Sun Probe rocket launch sequence, the full version of which is seen in Sun Probe.
- This is one of only four episodes in which Thunderbird 1 doesn't take part in the rescue (the others being Sun Probe, The Impostors and Ricochet).
- However, TB1 is the first of the Thunderbirds craft to be seen landing, as it returns to Tracy Island.
- Likewise, this is the only episode in which Scott does not assist with the rescue. Having returned home from his leave, he's not happy about being left out; and he constantly pesters his father - in vain - to let him take TB1 to the danger zone. (Jeff says no, because Gordon needed to go for a change.)
- Outside of the opening titles, this is the first episode where Thunderbird 5 and John Tracy do not appear.
- Like Trapped in the Sky, this episode originally had no on-screen title; but it's always been referred to, on all documentation, by the title of the script. In 2000, Carlton added an on-screen title to the episode when they released it on video. This is now also found on some DVD versions.
- The events of this episode occurred one week after the launch of the Sun Probe mission, so this episode's events presumably take place immediately before those of Sun Probe.
- The Anderbad Monotrain is the same train model as the Pacific Atlantic Monorail seen in the episode Brink of Disaster, but with different colour and writing.
- Dr Godber's Anderbad Tunnel Control Chart unit is revamped from the Marineville Tower launch tunnel scanner unit seen in Stingray.
- This is one of the few episodes in Australia to show the subtitle: Part 1, at the start of the episode in the 30 minute 'Cliffhanger' version. (Some of the 30 minute 'Cliffhanger' episodes in Australia still don't show the 'Part 1' subtitle at the start of the episode, despite the show being on TV for nearly half a century.)
- Footage of the Anderbad Express Monotrain leaving its shed was later edited into the 'Joe 90' episode, 'Three's a Crowd'.
- Despite being on board the Sun Probe, Asher and Camp can be spotted through the episode: Asher on the Monotrain as a waiter, and Camp sitting among the cafe patrons in Paris. In fact, even the third solarnaut, Colonel Harris, puts in an appearance. He was given a mustache and played the part of train attendant Alfred.
- Anderbad was named after Gerry & Sylvia Anderson, much like the city of Abbottabad (Pakistan) was named after Major James Abbott.
- The episode title somewhat plays on that of the 1914 serial melodrama The Perils of Pauline starring Pearl White as the title character. In fact, the scene when Penelope is tied to a ladder and placed in the path of the Anderbad Express also plays on the classic scene of a damsel in distress tied to railroad tracks, a scene that has become synonymous with the silent movie era (though it is unknown whether or not this scene was ever featured in The Perils of Pauline since neither the full series nor the script for it have survived, even though this scene is commonly associated with it).
- First out of three episodes to take place in France. (the next: The Man from MI.5)
- This is the only episode to show a pod with a door at the rear, which can be seen when Thunderbird 2 rises before Virgil and Alan head out in the Monobrake. It's not known whether this is a production error or a genuine feature of some of the pods that was never again shown on screen.
- Main article: The Perils of Penelope/Goofs
- German: Lady Pennys Abenteuer
- French: Lady Pénélope est en danger (VHS); Lady Pénélope en danger (DVD)
- Italian: Una scoperta sensazionale
- Spanish: Los Peligros de Penélope; Penélope está en peligro (DVD)
- Dutch: Penelope in levensgevaar (VHS, DVD); Lady Penelope in gevaar (TV 1967); Levensgevaarlijk, Lady Penelope! (TV 1991)
- Japanese: ペネロープの危機
- Portuguese: Penélope em Perigo