Penelope is a mouse who led a double-life as an infamous pilot known as the Black Baron. She was the founder and reigning champion of the ACES dogfighting competition. She was later unmasked by the Cooper Gang, after which she joined them as their RC specialist up to and during their mission to access the Cooper Vault.
During this time, she developed a relationship with Bentley, and after the Cooper Vault job, the both of them constructed a time machine. It was at this time that Penelope disappeared and joined forces with Cyrille Le Paradox in an attempt to sever all of Bentley's ties to the Cooper Gang and unlock what she believed to be his full potential, which was implied to be world conquest. She was defeated by the Cooper Gang and imprisoned, but later escaped and remains at large as a fugitive.
- In Toonwriter's fanfic, "Sly 5: Clockwerk's Revenge", after an epic battle, she was convinced to rejoin the Cooper Gang for good, and she swore never to betray them again.