Sherlock Holmes has travelled across media borders extensively: from technical to technical medium, from basic to basic medium, and from qualified to qualified medium. Through the decades, Sherlock Holmes appeared in many different forms of storytelling and media constellations, so we can analyse the character in terms of transmediality. This chapter discusses one such example: Penny Dreadful, which originated in 2014 as a television series created by the acclaimed Hollywood screenwriter John Logan. The very same processes of worldmaking that have made Welcome to Night Vale successful have enabled the creation of the transmedial worlds of the Sherlock Holmes universe and the transfiction Penny Dreadful. Following Marie-Laure Ryan’s analysis of transmedia, Jan-Noel Thon also notes that transmedial storyworlds can be varying mixtures of canonical media products and fan-produced material. In terms of media modalities, a contemporary audio drama that mimics a community radio broadcast uses a single sensory modality: all information reaches the listeners through the ear.