Premise from the Wiki page.
//Penny Dreadful: City of Angels is set nearly 50 years after the original series, during the Golden Age of Hollywood in the 1930s. It takes place in 1938 Los Angeles, a time and place "deeply infused with Mexican-American folklore and social tension".The characters are connected in a conflict between the Mexican folklore deity, Santa Muerte, the caretaker of the dead and guide to the great beyond, and her spiritual sister, the demoness Magda, who believes mankind is inherently evil and aims to prove her point. Detective Tiago Vega and his partner, veteran Detective Lewis Michener, are tasked with a gruesome murder case and soon become embroiled in Los Angeles's history as well as its present, while racial tensions, the looming threat of war, and Nazi conspiracies threaten to derail them at every turn.//