Wound-Up Penguin is the fourth episode of the first season of Wonderfalls.
Starring: Caroline Dhavernas (Jaye Tyler), Katie Finneran (Sharon Tyler), Tyron Leitso (Eric Gotts), Lee Pace (Aaron Tyler), William Sadler (Darrin Tyler), Diana Scarwid (Karen Tyler), Tracie Thoms (Mahandra McGinty)
Co-Starring: Sean Sullivan (Ticket Guy), Boyd Banks (Janitor), Richard Quesnel (Young Police Officer), Michael Cronin (Police Officer #1), Stefanie Samuels (Female Police Officer), Karen Ivany (Marta), Isabella Lobo (Scofield's Little Girl), Bryan Hatt (Night Cleaner), Scotch Ellis Loring (Muse Voice), Ted Dykstra (Muse Voice), Jeffrey R. Smith (Muse Voice)
Kept awake by the souvenirs singing "Bottles of Beer", Jaye heads to the Barrel where Eric lets her in after closing. Hearing a noise, the pair discover a woman hiding out inside the Barrel reading a book, who, startled, runs off. As they consider what to do with her stuff, the wind-up penguin in her belongings tells Jaye to "bring her back", and the two go looking for the woman at the train station. While they don't find her, one of the cleaners tells them he saw her sleeping on a bench in the station for several nights, and that a man dressed all in black had come looking for her too.
The man comes into the store later to put up a missing person notice in the window, and Jaye and Eric track him down to a hotel where they here cries of "leave me alone!" They bust into the room only to find that the man in black is Father Joe, a Catholic priest; the woman is Sister Katrina, a runaway nun who has lost her faith. Eric stands up for the nun, telling the priest to let her go.
Later in the Barrel, one of the souvenirs tells Jaye to "bring her back to him" and she realizes that it means "Him", as in God. Without telling Eric, she goes to see the Father Joe and tells him to stay, betting him she can restore Katrina's faith in 24 hours. When discussing religion with Aaron - who holds "several theology degrees" - doesn't work, she tries telling Katrina about the souvenirs. She believes her and decides Jaye needs an exorcism, which Jaye thinks might be the answer to shutting them up. But Father Joe refuses to perform one, and tells Katrina about the bet, ruining her trust in Jaye. In the carpark, the Wax Lion tells Jaye to "break the taillight", and she repeats this to Katrina. Jaye seizes the lion and storms off, but in her frustration she doesn't put the handbrake on and her car rolls forward, smashing the taillight of another car. Jaye drives off, leaving a stunned Katrina once again believing Jaye's story - and finding out all about exorcism from Aaron.
Eric, angry with Jaye for siding with Father Joe, has a long talk with the priest in the toilets at the Barrel, sitting in adjoining cubicles as if they were in a confession booth. Joe advises him to forgive his wife, and Eric finds out Joe wasn't always a priest, and that he led a wild life before his calling.
After dodging church with her family, who think she has turned to the wrong religion (they're protestants), Jaye returns to the trailer to find Sister Katrina there. Katrina ties Jaye up and lights candles, preparing for an exorcism, but cannot bring herself to harm Jaye. She's interrupted by the police, who turn up to ask Jaye about the accident earlier, and promptly arrest Katrina. At the station, Katrina confesses she thought she was doing God's will, but that she was wrong, and Jaye tries to apologize to Father Joe, who has turned up at the station. He was pulled over for a broken taillight - yes, it was his car - and arrested, because he has a daughter he never knew about, and the mother has been trying to find him for years. Mother and daughter turn up, and Jaye realizes what the wind-up penguin really meant when it said "bring her back to him". Katrina's faith is restored at the touching reunion, as she sees God's work in the Wax Lion's advice to Jaye.
After they see Katrina off at the train station, Eric apologizes to Jaye for being angry, admitting he had been projecting his issues onto her. He feels guilty for leaving his wife, but he realizes that there's a train every hour, so there's no need for him to leave now. He can go when - and if - he's ready.
- M.I.A.: Though credited in the opening titles, Tracie Thoms does not appear in this episode.