Throughout Penny Dreadful, there are many references to different books and Penny sees similarities (and differences) between herself in the character. She often muses how things would happen IF this were a book.
Anne of Green Gables
"She had just finished Reading the very last Anne of Green Gables book, and she was depressed at the thought of what to do next."
A Little Princess
"One day, inspired by a book called The Little Princess, Penelope asked her mother to invite Jane (or Olivia, if Jane was busy; it didn't much matter) over to spend the night.
"After standing in her room examining her bookcase for inspiration and pondering the problem at hand, Penelope struck upon a book - The Penderwicks - and a solution. The Greyson needed a vacation!
"She sat in her covers and inhaled deeply the dusty perfume of dried flowers, lavender maybe. It was nice, like something out of Little Women."
"Penny was taken aback. She didn't know about dibs, though she was almost sure she'd read about it in a book. Maybe it had been a Ramona book?"
Bridge to Terabithia
"But looks could be deceiving. Maybe Duncan was like an upsetting book with an ordinary, happy cover. Maybe he was Bridge to Terabithia."
Mrs. Piggle Wiggle
"It made Penny feel very, very good, though it seemed a funny thing to be happy about - not at all like something that would happen in a book. Unless maybe the book was Mrs. Piggle Wiggle."
"Delia had said that they each had a job to do, but besides running a lemonade stand, or becoming a dancer in a pantomime like the three sisters from Ballet Shoes, Penny couldn't think of any way for a kid her age to make money."
The Whippoorwillows reminded me of Pippie Longstocking, which did not get a mention.
And finally, from Penny Dreadful: "A door will only open for one who turns the knob."