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4 Pall Mall is a fictional location featured in the Showtime television series Penny Dreadful. It first appeared in the pilot episode of the show, "Night Work".

4 Pall Mall is a street address on Pall Mall in Westminster, London, England. It is the location of the Explorer's Club, which was established by Major-General Robert Clive. Sir Malcolm Murray was a member of the club, having earned himself a solid reputation as an explorer and a hunter in the wilds of Africa.

In late September, 1891, Sir Malcolm invited Victor Frankenstein to 4 Pall Mall to ask him to be a part of a secret group aimed at finding his missing daughter Mina, who had been abducted by a creature of the night. Frankenstein scoffed at the notion at first, claiming that he had no interest in joining an occult club, and Murray retorted by saying that he had no interest in starting one.

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