Board Thread:General Discussion/@comment-9219983-20131108055117/@comment-24284554-20131212182143

While at this point we have no solid proof that Penny is a robot, there are many allusions and tiny hints that viewers can pick up on to point to that conclusion (or at least one like it).

Her name seems like a reference to the Pinocchio story, in which we have a boy puppet (similar to her puppeteering strings) who wants to be a real boy. The fact that she seemed extremely glad to have friends, and her confession that she doesn't have many, makes it seem like she is trying to be like a normal girl. She also says the cheesy line about "painting nails" and such in a genuine manner, as if she isn't aware that those are sterotypes.

Lastly, the final scene we see her in has her talking to a man who seems to have authority over her, and most importantly (to me) says, "Penny, your time will come." I take this as an allusion to Pinocchio's desire to be a real boy, but translated to Penny's desires. As if her wish will be granted, but she must be patient (and probably obedient as well).