Max’s The Penguin has finally premiered its finale, conveying a fitting end to the arcs of all of its leading characters. Aside from Colin Farrell’s masterful portrayal of the titular villain, Cristin Milioti’s Sofia is the one that completely stole the limelight due to her powerful storyline.

HBO's The Penguin stars Colin Farrell as Oz Cobb, Cristin Milioti as Sofia Falcone, Rhenzy Feliz as Victor Aguilar, Clancy Brown as Salvatore Maroni, Scott Cohen as Luca Falcone, and more. ALSO READ: Colin Farrell Opens Up About Wearing Grueling ...

Cristin Milioti speaks about the finale of HBO's "The Penguin" and why Sofia is her favorite character she's ever played.