The Penguin episode 5 introduces its own version of iconic DC villain and Batman rogue Harley Quinn. As the tension between Oz Cobb, Sofia Falcone, and the Falcone and Maroni families culminates in bloodshed, Oz and Sofia come out on top, each on their own. In The Penguin episode 4’s ending, Sofia asphyxiates all the Falcones, and in episode 5, Oz murders Sal Maroni’s wife and son, Nadia and Taj. There’s no way back for anybody involved in the conflict now, so Oz, Sofia, and their only allies must keep in motion in order to survive.