Unfortunately there is no comprehensive reference work that provides reliable information on the whole field of Penny Dreadfuls. A Gothic Bibliography by Montague Summers arguably comes closest, but it is too overinclusive and also too full of errors and omissions. But there are some very good books and articles on the subject, and on this page I intend to review some of them and provide links for those available online.
Burrage, E. Harcourt The Ruin of Fleet Street This was a very small booklet written by the someone who made his living as a penny-a-liner. The copy from which I have transcribed this was given to Frank Jay (q.v.) by Burrage, and in addition to Burrage's inscription it contains some handwritten notes (presumably by Frank Jay) in the text, which I have transcribed [in italics].
Dix, John Lions: Living and Dead; or Personal Recollections of the Great & Gifted (London: Tweedie, 1854). This contains sketches of Bulwer, Shelley, Wordsworth, Jenny Lind, etc., and there is also a chapter about the Cheap Press. Here Dix (about whom I don't know anything) gives a rather un-flattering portrait of Reynolds, and a great description of Holywell Street, where some of the penny publishers were located. Pierce Egan the Elder and Renton Nicholson are also mentioned.
Holland, Steve Encyclopedia of Children’s Literature "Penny dreadfuls nestle against Carnegie Medal winners, Girl’s Own Paper with Bad Boy’s Paper and Greyfriars with the Chalet School, all on one CD." Two CDs are available with lots of information and great graphics. I highly recommend these.
Jay, Frank Peeps Into the Past This is a survey of the popular literary periodicals and boys' journals of the second half of the 19th c., with some chapters on Penny Dreadfuls and Juvenile Theatre. This was the first book-length scholarly treatment of the subject to be published. There were earlier works by Rollington and Burrage, but they were mainly autobiographical. Here is the complete text of all the installments. I still need to proof this and add the illustrations, but I wanted to make a searchable version of this available now.
Pearson, Edmund Dime Novels A survey of dime novels first published in 1929.
Rollington, Ralph. A Brief History of Boys' Journals. Reminiscences and anecdotes by Rollington, a writer and publisher of boys' fiction. This includes stories about Hemyng, Vane St. John, Walter Viles and others. Also an appendix with the publishing history of some of the major boys' journals.
Smith, Helen R. New Light on Sweeney Todd, Thomas Peckett Prest, James Malcolm Rymer and Elizabeth Caroline Grey. This was published by Jarndyce along with their catalogue A Feast of Blood, and I cannot recommend this highly enough. This is the only reliable source of information on the early literary life of Sweeney Todd, and it is here that Helen Smith conclusively demonstrates that The String of Pearls was written by James Malcolm Rymer, author of Varney the Vampyre, and not Thomas Peckett Prest. Anyone interested in Sweeney Todd needs to get this book.
Smith, Helen R. and James, Elizabeth. Penny Dreadfuls and Boys' Adventures, The Barry Ono collection of Victorian Popular Literature in the British Library. After Barry Ono died his widow gave what was left of his collection, about 700 items, to the British Museum. Helen Smith and Elizabeth James have catalogued this collection and written a preface. There is far too little reliable information available in this field, and this book goes a long way to improving this situtation.
Jeffords, Christine Dime Novels; The Popular Paperback of the Nineteenth Century Story papers and Dime Novels, with info on The New York Ledger, Sylvanus Cobb, Beadle & Adams, etc.
Stevenson, Robert Louis Popular Authors Few people today probably realise that Treasure Island, The Black Arrow and Kidnapped were first published as serials in a story paper entitled Young Folks. Stevenson himself read Penny Dreadfuls as a boy, and in this essay he talks about some of the greats of this genre. This is one of my favourite essays on the subject.
Willis, Chris Penny Dreadfuls and Video Nasties: a return to Victorian values? Today we worry that violent movies will make our children commit acts of violence. The Victorians feared that reading penny dreadfuls would lead their children to a life of crime.
Aspects of the Victorian Book, a site maintained by the British Library, contains a Penny Dreadful link with some great images of rare items in the Library's collection.
Dime Novels and Penny Dreadfuls Some information about the collection of Dime Novels, Penny Dreadfuls, and Story Papers at Stanford, with e-texts of a few dime novels.
Imperial Views Images of many Victorian journals, including Bow Bells, The Boy's Own Paper, Beeton's Boy's Own Magazine and many others.