Penny Dreadful, which returned for its third season on Sunday night, is one of the least-buzzed-about shows on TV, especially considering how many of its characters have occupied space in the popular imagination. Showtime’s series, which takes its name from cheap, lurid 19th-century British fiction, finds a collection of figures from Victorian horror living together in tightly packed London. But this is a modern TV show, so they fight, fornicate, and stare longingly into each other’s eyes in between staking vampires.

Sir Malcolm Murray (Timothy Dalton), father of Dracula’s Mina Murray, requests the medical expertise of Dr. Victor Frankenstein (Harry Treadaway) and attends parties with the immortal decadent Dorian Gray (Reeve Carney), who in turn goes out of his way to make friends with (and bed) Ethan Chandler, the American gunslinger with a lupine secret played by a very grown-up Josh Hartnett sporting a vaguely Western accent that absolutely should not work yet does. It’s like The League of Extraordinary Gentlemen, if that movie were genuinely good in addition to kitschy and ridiculous. And it meets the requirements of several food groups that might be going unsated in your hearty TV diet.

Are you looking for something to fill the Jessica Jones–sized hole in your heart? The central protagonist of Penny Dreadful, if it has one, is its most original character: Eva Green’s stunning Vanessa Ives. Vanessa is a “complicated woman” without any of the patronizing subtext this might entail in a lesser show; she’s fought off demons, witches, and vampires, acts as a magnet for nearly every other character on the show (with whom she has several rather complex relationships) and, most interestingly, continues to struggle with her deep Christian faith over her many sins. (The first season of the show closes with a priest asking Vanessa if she truly wishes to be normal.)

The show’s commitment to its female characters is impressive, and part of its long game: The second season revolves around a coven of witches attempting to capture Vanessa—the male characters are supportive of Vanessa but never truly helpful in her struggle against the witches, whose most successful gambit involves turning Sir Malcolm into a blithering idiot. While the ensuing war of chanting and not-quite-voodoo between Vanessa and the coven is mesmerizing, the season’s true climax comes not from a supernatural battle but the fully realized potential of Lily (Billie Piper), a character who would ordinarily be classified merely as the Bride of Frankenstein but instead claims her own path, absent the control of men. The show does not play up its political elements to the point of distraction; you can come to them on your own.

Penny Dreadful invests as much thought into its setting as it does its characters—the show is an excellent period piece. The costumes kill, from Vanessa’s elaborate dresses to Ethan’s dusty work clothes. If you’re still in mourning for Downton Abbey or loved the Victorian episode of Sherlock, try Penny Dreadful’s lush, skeevy version of London, a teeming metropolis that manages to engage with superficially repressive Victorian social norms while never once sneering at the simple-mindedness of their adherents.

Penny Dreadful also serves as a rather effective horror show, a more-than-able replacement for the diminishing returns of American Horror Story. If the rampant policing of bodies and near-lawlessness are characteristic of how things were, Penny Dreadful suggests, it’s not too far from how they are now. If you’re missing out on the dearly-departed Hannibal, Penny Dreadful is perfect for you: Not only is it genuinely creepy, it’s also quite queer, sporting bi characters mingling with trans women, and the best use of witchcraft as metaphor for sexual awakening this side of The Craft. (Also with Patti LuPone.) Penny Dreadful is obsessed with the body in a brutal, visceral way. Dr. Frankenstein cuts open corpses. Vanessa smears blood on the floor in the shape of a scorpion. Everyone is at risk of catching the plague. All of this is filmed without too much stylization—it all looks real. Here, there are monsters.

Like the best horror movies, and unlike most TV shows, Penny Dreadful has managed to keep its most explicit, scariest creatures close to the proverbial vest. It’s taken over two seasons for the show to even hint at its most obvious villain. Jack the Ripper has yet to be given a prominent role, instead hiding in the shadows of London’s alleys and threatening anyone foolish enough to be out after dark. Frankenstein’s Monster has yet to prove truly menacing to his creator—if anything, he’s the show’s weak point, a bit too much of a sappy romantic to be much use to anyone. And the series’ emphasis on the power of fame and reputation in a far-flung, interconnected world hits upon one of Penny Dreadful’s biggest assets going into Season 3: It’s improved on some of the best aspects of Game of Thrones.

One of the early appeals of Thrones was its expansiveness, the sense that you were watching parallel stories happening all over a scattered fantasyscape. Daenerys existed in the same world as the Night’s Watch at the Wall and the backstabbing Lannisters at King’s Landing. These characters talked about each other, and their plans intersected, and part of the fun was wondering how it would go down if and when they eventually met. (As it turns out, it’s supremely boring.) At the beginning of this season of Penny Dreadful, the characters are spread out far across an actual globe, one that isn’t so complicated that it needs to be physically represented in the title sequence.

When we find Sir Malcolm, he’s in Africa, burying his son. The Creature, fleeing from Dr. Frankenstein, heads to Antarctica. Ethan is in the American Southwest, on track for train robberies, shootouts, and a reckoning with his family. And even the show’s version of London manages to contain an ornate network of social classes and spaces, from Dr. Frankenstein’s apartment-turned–ramshackle lab to Vanessa’s therapist’s professional offices to Sir Malcolm’s abandoned mansion. (When was the last time Game of Thrones remembered that there were poor people in King’s Landing and actually wanted to know what their lives were like?)

It would be easy, and effective, for Penny Dreadful to delve even further underground, into the crypts and caverns of London’s occult demimonde, rather than expansively exploring the rest of the world. Instead, the show is poised to, if not interrogate the then-nascent nature of global networks, then at least play out the consequences of some of their early growth, throughout Victorian England and beyond. These days many of our best narratives explore the connections and intricacies of networks, from the dial-up spy complexities of The Americans to the legal brief, counter-brief, and cartel negotiations of Better Call Saul—a storytelling mode that largely got its start with serialized Victorian narratives. It’s nice that TV finally managed to catch on.