To earn a spot in Arkham Asylum, you have to do something pretty bad in Gotham. And, given the way people react to Sofia Falcone’s return in “The Penguin,” she definitely did something bad — something that earned her the nickname of “The Hangman.”

So, who and/or what exactly is The Hangman? Well, the character does have comic roots. She’s first introduced in the 1996–97 comic book limited series “Batman: The Long Halloween” by Jeph Loeb and Tim Sale. And indeed, her real name is Sofia Falcone.

But, she doesn’t actually become The Hangman until the continuation series, “Batman: Dark Victory.” In that story, she takes on the alias and begins a year-long killing spree, targeting Gotham City Police Department employees — more specifically, she goes after those who were associated with Harvey Dent, better known as Two-Face (he killed Sofia’s father in the comics).

The name Hangman is fairly self-explanatory,...