As a classically trained actor, Pennsy has worked in theater, film and television. She studied with David Mamet and William H. Macy. She also studied at the Stella Adler Studio of Acting and attended classes at the Circle in the Square Summer conservatory. Pennsy has appeared in productions at The Atlantic Theater, The Knitting Factory, and the New York International Fringe Festival, among others. She appeared in On the QT with James Earl Jones. Pennsy holds a BA from Barnard College, Columbia University.