The name comes from Cornish: pen sans, holy headland. The headland in question is the rocky western point of the harbour, where a small chapel - said to have been dedicated to St Anthony - stood for centuries before being converted to a fish cellar around 1800. A licence for divine service in the chapel of "Blessed Mary of Pensande" was granted by the Bishop of Exeter in 1379. The chapel was a daughter of the parish church at Madron, two miles uphill, which served the whole area before Penzance grew its own ecclesiastical identity. A twelfth-century carved stone figure, traditionally taken to represent St Anthony, was rescued from the chapel ruins by a stonemason who wheeled it in his barrow to the Anglican church of St Mary, where it still stands. The mason, asked years later what he did with the carving, said: "I popped St Raffidy into a wheelbarrow and trundle him off to the chapel yard."

Being on the western edge of England meant being the first place reached by anyone coming from across the sea, which through the Middle Ages and Tudor period was generally not a friendly visit. In 1595, seven years after the Spanish Armada, a Spanish raiding force of four galleys under Don Carlos de Amesquita put 400 arquebusiers ashore in Mount's Bay. The local militia threw down their arms and fled. Only the deputy lord lieutenant of Cornwall, Sir Francis Godolphin, and twelve of his men stayed to resist. The Spanish burned Penzance, Mousehole and several smaller villages, said a triumphant mass on Cornish soil, and sailed away to engage and rout a Dutch squadron. A year before, in the plague summer of 1578, the Madron burial register recorded 155 deaths against the previous year's 12 - roughly a tenth of the local population dead in a single bad season. The plague returned in 1647 with similar effect.

Penzance's modern shape was set in the nineteenth century. The West Cornwall Railway opened the station on 11 March 1852, initially running only as far as Redruth on a standard-gauge track that was incompatible with the broad-gauge Cornwall Railway from Plymouth. Through trains to London Paddington began in March 1867 after a mixed-gauge conversion, with the last broad-gauge train arriving at Penzance at 8:49 pm on 20 May 1892. The railway transformed the local economy: Cornish farmers and fishermen could now send broccoli, potatoes and fish to Bristol, London and Manchester. In August 1861, a single month's shipment from Penzance station included 1,787 tons of potatoes, 867 tons of broccoli and 1,063 tons of fish. The first part of the seafront Promenade was built in 1844; the Jubilee Pool, one of the oldest surviving Art Deco open-air seawater swimming pools in Britain, opened in 1935 to mark the Silver Jubilee of George V. It still operates.

Two unexpected lives intersect with Penzance. Maria Branwell, the mother of Charlotte, Emily and Anne Bronte, was born here in 1783 to a prosperous merchant family in Chapel Street and lived in the town until she travelled north to Yorkshire and married Patrick Bronte in 1812. She died young, when Charlotte was five. The Branwell house still stands on Chapel Street, and through her the Cornish coast may have shaped the wildness of Wuthering Heights more than is usually credited. Humphry Davy, born on Market Jew Street in 1778 and apprenticed to a Penzance apothecary as a teenager, would go on to discover seven chemical elements (sodium, potassium, calcium, strontium, magnesium, barium, boron), invent the miners' safety lamp that bears his name and saved thousands of lives in coal mines, and become President of the Royal Society. His bronze statue, lamp in hand, stands at the top of Market Jew Street looking down on the town that produced him.

Chapel Street is the architectural spine of old Penzance. The Egyptian House, built in 1830 by a Mr Lavin to advertise his geological curiosity shop, has a richly painted facade of lotus columns, cobras and winged solar discs - an Egyptian Revival fantasy that survived demolition only because the Landmark Trust restored it in the 1970s as holiday flats. The Admiral Benbow public house, with its rooftop pirate sculpture clinging to the eaves, was the home of a nineteenth-century smuggling gang and is widely believed to have inspired the Admiral Benbow Inn that opens Treasure Island. The Union Hotel includes a Georgian theatre, no longer in use, where the death of Nelson was first announced from the stage in November 1805. Branwell House, where Maria Branwell grew up, is around the corner. The Regency and Georgian terraces near the harbour give parts of the town the slightly French air that Pevsner once compared to Lyme Regis.

The Pirates of Penzance opened in New York on 31 December 1879 and in London the following April. The comic premise - a band of tender-hearted pirates terrorising the most peaceful seaside town in England - works precisely because Penzance was, by 1879, well established as a respectable Victorian resort, all bathing machines and promenade band concerts. Gilbert chose the town partly because the librettist's habitual practice was to lampoon a real place, and partly because the rhyme "Penzance" with "complicated" assonance amused him. There is little evidence that actual pirates were ever a serious feature of Penzance life. Barbary corsairs raided Cornwall in the seventeenth century, and the smugglers of Chapel Street were certainly active well into the nineteenth, but the buccaneers of the popular imagination are imported. None of which prevents the town from celebrating the connection. Each year in late September, Penzance hosts a Pirate Day in which - briefly - the joke comes true.

Stand on the platform now, before the buffer stops, and you can see the harbour wall a few yards beyond the station. The Scillonian, the passenger ferry to the Isles of Scilly, leaves from the pier between March and November. The Night Riviera sleeper service - one of only two remaining overnight trains in Britain - departs Penzance for London Paddington six nights a week, leaving at around 9:45 pm and arriving at Paddington around 5 am. The First Kernow buses run from a terminus alongside the station, fanning out to Land's End, St Just, Mousehole and the small villages of the peninsula. The A30 from London ends, finally, at Land's End nine miles west. Almost everything in west Cornwall passes through Penzance. The town carries the title southernmost station in England with a quiet certainty: there is nowhere else for the rails to go.