Sir Pentious was a brilliant Victorian-era inventor and supervillain during his lifetime. He died in 1888 of currently unknown causes though there is speculation that it was due to one of his inventions backfiring.
Sir Pentious was originally only meant to be a one-time villain for the pilot, never to appear again. However, after surprisingly positive reception from fans, Vivienne Medrano fell in love with him, and reworked the story to make him the second guest to check into the hotel.
Alastor's name is ancient Greek for "spirit of revenge".
A prequel web comic was published on the show's main website which depicts Angel Dust's backstory that leads up to him checking in at the Happy Hotel. Originally the website requires a password to enter which gives a hint on what is Charlie's last name. While viewing the web comic requires a password which gives a hint on what is Angel's adult film name. However the password sections of the website have since been taken down and the comic can be accessed without a password.
Alastor has deer hoof prints on the bottom of his shoes. This may be inspired by real-life "heifer-heels" worn by bootleggers during Prohibition, meant to mislead any cops who found the footprints. It also fits with his deer-like appearance.