Born in New York, she was the daughter of acclaimed French-born stage and screen director Bretaigne Windust (1906-1960) and his actress wife Irene (1921-1999). Penelope completed her drama training at Pittsburgh's Carnegie Tech (later to become Carnegie Mellon University). She made her Broadway debut in 1967 at New York's American National Theatre in Herman Shumlin's play Spofford, based on the novel Reuben, Reuben (subsequently filmed, starring Tom Conti). In 1972, Penelope headlined in the title role of Elizabeth I at the Lyceum Theatre, was nominated for a Tony Award and offered a season at the Old Globe in San Diego. Her later theatrical credits included roles in The Elephant Man and The Lion in Winter at the South Coast Repertory Theatre in 1983 and appearances at the Mark Taper Forum in Los Angeles. A relative latecomer to the screen in 1975, Penelope worked primarily in episodic television as a supporting actress. She is perhaps best remembered as botanist Kathleen Maxwell who ends up joining the Resistance in the original science fiction miniseries V (1983). Her gallery of characters has included a bevy of murder suspects (Mannix (1967), Ellery Queen (1975), Matlock (1986)), murder victims (Nero Wolfe (1981), Criminal Minds (2005)) and assorted doctors/scientists (Hawaii Five-O (1968), The Six Million Dollar Man (1974), Wonder Woman (1975), Falcon Crest (1981)). In one of her infrequent motion picture appearances (Ghost Town (1988)) she played a saloon proprietress. Penelope Windust was married between 1969 and 1984 to the actor Charles Haid with whom she had two daughters.