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

Cristin Milioti says her mob boss character Sofia has a complex relationship with the titular villain in "The Penguin" because they actually have a lot in common.

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.