Spoiler alert! We're discussing important plot points and the ending of Sunday's new episode of "The Penguin," so beware if you haven't seen it yet.

For one seriously deadly night, Cristin Milioti was the baddest supervillain in Gotham City.

Have some, Riddler. Take that, Joker.

Sunday’s fourth episode of the Batman-inspired HBO crime drama “The Penguin” (streaming now on Max) put Milioti’s gangster queen Sofia Falcone through the physical and emotional wringer of Arkham Asylum – a “pinch me” moment for Milioti, who is a “huge” Bat-fan. By the end of the hour, Sofia stands triumphant rocking a yellow gown, gas mask and gun after murdering most of the crime family that was trying to get rid of her.

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“I've been waiting my whole freaking life” for that kind of scene, says Milioti, 39. “I’ve wanted to be in this universe since I was a little kid.” Her co-star Deirdre O’Connell, who plays the Penguin's mom, told Milioti that she walked around in her villain wardrobe with sheer glee: “She was like, ‘You looked like you were at an amusement park.’ Which is how I felt. I was so happy. Like, too excited."

Watching herself onscreen is "a complete and utter nightmare,” Milioti adds. “I seize up and shake my hands and watch through (my fingers). But I was definitely able to have these moments where I was like, ‘Whoa. That's some villain. That's cool.’ ”

A spinoff of "The Batman" movie, “Penguin” centers on Oz Cobb (Colin Farrell) and his attempt to rule the Gotham underworld and drug trade. The premiere episode saw Sofia, a convicted serial killer known as “The Hangman,” get released from Arkham after 10 years and reintroduced to Oz, her former driver with whom she has a spotty history. Following the death of her father Carmine (as seen in "The Batman") and after Oz kills Sofia’s brother, the title character tries to stoke a Gotham gang war between the Falcones and rival Maronis, and Oz and Sofia strike an uneasy alliance that goes south.

The new episode digs into Sofia's backstory via flashbacks: It's revealed that Sofia was framed for seven murders by her no-good dad (Mark Strong), and instead of taking over the family like her father promised, she's arrested and admitted to Arkham. 

In the prison hospital, Sofia is subjected to shock treatments and inmate abuse, until she snaps and fights back. She’s forever changed, as seen in the present day when at a family get-together, Sofia fatally poisons her relatives with gas – the exceptions being her young cousin and Falcone underboss Johnny Viti (Michael Kelly), whom Sofia keeps around to do her bidding.

The benefit of doing a limited series is "you have more time to show how someone becomes a villain,” Milioti says. “When I read that episode, I was drooling. I couldn't believe not only just the fact that you get to see her over these 10 years but the ways in which you get to explore her entire origin story.

“You hopefully get it. You see how she was driven mad and why.”

Milioti got the biggest kick out of filming her scenes at Arkham, the notorious jail in movies and comic books where Batman locks up his most heinous enemies. And the actress yearned for the full Arkham experience.

“I want to get my hands dirty. I want some blood,” she says. “When they put that neckpiece on me that gets chained to my waist and you're in those orange stripes and you see the stamp on the uniform that says ‘Arkham Asylum,’ I freaked out.”

Milioti confesses those Arkham days on set were intense, and she got “thrown around a lot” filming the prison brawl scenes.

Totally worth it, though, she says. “I really get the living daylights beat out of me and then I do some beating up. But that's what you want as an actor.

“You go home at the end of the day and you've left everything there. You feel completely spent and you're like, ‘Yeah, I'm in Batman.’ You're just so thrilled, even though, sure, you have a couple of bruises.”