Gotham has never looked quite so seedy and dangerous as it does in HBO’s excellent The Batman spinoff series The Penguin. Shot in and around New York City (unlike previous films in the Batman universe, which have utilized international locations and cities that are not New York to recreate Gotham), The Penguin picks up in the aftermath of the Riddler’s bombing of the city at the end of The Batman, paralyzing large swaths of the cities and leaving whole neighborhoods in ruin. While Batman apprehended the Riddler, another net effect of the Riddler’s war on Gotham was that he took out Carmine Falcone (played in the film by John Turturro), leaving a power vacuum at the top of Gotham’s underworld. Into these dangerous waters swims Oz/Cobb, aka the Penguin (Colin Farrell reprising his role from The Batman), committed to outwitting and outmaneuvering the halfwits running the Falcone family and other wannabe power players in Gotham’s vast, unruly, ununified crime syndicate.

Colin Farrell, Cristin Milioti, Francois Chau. Photograph by Macall Polay/HBO

Yet as The Penguin moved into last night’s third episode, “Bliss,” Oz had struck a shaky alliance with one formidable potential adversary—Carmine’s daughter Sofia Falcone (a dynamite Cristin Milioti). The second episode ended with the two of them agreeing to work together to wrest control of Sofia’s family’s business from her uncle in the aftermath of her brother Alberto’s murder. Oz is hoping that Sofia remains unaware that he’s the one who did Alberto dirty, and episode three delves further into the murky waters of Oz’s plan, with their fragile alliance tested to the breaking point.

“Bliss” not only mucks around in Oz and Sofia’s tortured pasts, but it also maintained an eye on Victor Aguilar (Rhenzy Feliz), the young man Oz forced into servitude. Victor has become Oz’s driver, helpmeet, and oft-threatened surrogate son. He’s also one of the peoples’ whose lives was totally upended by the Riddler’s attack.

Rhenzy Feliz. Photograph by Macall Polay/HBO

Creator Lauren LeFranc has done a masterful job creating a deliciously demented, superhero-free Gotham in which the bad guys seem to be the only ones making moves. Episode 3 was written by Noelle Valdivia from a story developed by LeFranc and directed by Craig Zobel. It was also the first episode in the series to take us back to The Batman and the carnage and chaos the Riddler unleashed, giving us a better understanding of what regular folks like Victor and his family suffered at the hands of that madman’s attack.

A new “Inside the Episode” video from Max gives us a deeper dive into how this installment was crafted, with LeFranc explaining the importance of Victor to the series, Rhenzy himself discussing his character, with thoughts from Farrell, Zobel, and more.

Check out the video here. The Penguin airs on HBO on Sundays at 9 pm.