TV highlights: Vanessa fights the demon in the 'Penny Dreadful' season two finale.

(All times Eastern.)Celebrate the holiday with the 35th annual "A Capitol Fourth" special (PBS at 8), featuring headliner Barry Manilow, Nicole Scherzinger, Alabama, Hunter Hayes, KC and the Sunshine Band, Meghan Linsey, Lang Lang, Jack Everly, Ronan Tynan, Robert Davi, the Choral Arts Society of Washington, and the National Symphony Orchestra as well as several military ensembles.