|The following information is from the Adventure Time comic book series. It may not be part of the same canon or continuity as the animated series.|
Penelope is a bionic adventurer who lives in the far future with her Tigercorn Betty. She was first seen at the end of Issue 25, retrieving Carl the Gem and Gemma the Gemstone from Finn and his friends' dungeon. Later, at the end of Issue 30, where her name is revealed, she entered the ruins of Princess Bubblegum's library hoping to find something that would help her fight the Awful Offal Abominations plaguing the land, although all she found was a comic book released by Marceline.
In Issue 60 and Issue 61, Penelope is transported to the moon and obtains the Moon Sword, and because of her bionic body she can use the sword without stopping when she feels pain. She returns to a greener future where she is on a quest to find Bubblegum. It's also implied that her tampering with space-time may have freed Gata, though it is unknown if her mother's powers would have failed even if Penelope hadn't altered reality.
In Issue 75, she makes a cameo as an attendant at the royal wedding, where she appears to be in disguise.
In Beginning of the End Issue 4, Penelope's hands are shown holding the book the comic's story was being told in.