- "I say, open this door at once! We're British!"
— Sir Jeremy Hodge
International Rescue is asked to locate a Professor Borender, who holds the secret for converting water into rocket fuel. When Lady Penelope Creighton-Ward traces the Professor's steps, she is kidnapped and held hostage in exchange for the conversion formula.
Investigating the disappearance of an accomplished scientist, Lady Penelope is similarly kidnapped. In an attempt to force the scientist to reveal his secrets, Penelope is tied directly in the path of an oncoming express train. Will he talk? But such questions are irrelevant as Virgil and Gordon save Penelope, just as the express train rushes into view.
- Main article: The Perils of Penelope/Storyline
- Main article: The Perils of Penelope/Transcript
- Jeff Tracy - Peter Dyneley
- Scott Tracy - Shane Rimmer
- Lady Penelope Creighton-Ward - Sylvia Anderson
- Virgil Tracy - David Holliday
- Alan Tracy - Matt Zimmerman
- Aloysius Parker - David Graham
- Tin-Tin Kyrano - Christine Finn
- Gordon Tracy - David Graham
- Sir Jeremy Hodge - Peter Dyneley
- Professor Borender - David Graham
- Dr. Godber - Ray Barrett
- Alfred ("Albert") - Matt Zimmerman
- Roache - David Graham
- Atalante Restaurant Waiter - David Graham
- Colonel Benson - David Graham
- NTBS Reporter - David Graham
International Rescue Equipment UsedEdit
Non-International Rescue Equipment UsedEdit
- Anderbad Monorail Station
- Anderbad Tunnel
- Atalante Restaurant, Paris
- Cape Kennedy
- Heraldic Archive, Paris
- Paris Monorail Station
- Solar Control Centre
- 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 first appearance of the Monobrake and the only time it is seen to be involved in a rescue. The next and last time it is seen is in the episode Cry Wolf, where it is 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 does not take part in the rescue (the other three being Sun Probe, The Impostors and Ricochet), although it is seen in a cameo role as Scott returns from his leave. This is also the first time that any of the Thunderbirds craft are seen to land at Tracy Island.
- This is the only episode in which Scott does not assist with the rescue. He is not happy to be left out and constantly pesters his father in vain to let him take Thunderbird 1 to the danger zone. Jeff says no because Gordon needs to go for a change.
- Like Trapped in the Sky, this episode originally had no on-screen title, but it has 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 Sun Probe, so this episode must 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 on.
- 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.
- 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