The volumes largely comprise letters to HLP from Penelope Pennington, née Weston. Pennington, a literary figure in Ludlow, became friends with HLP when she came to London in 1788. Contains:
- Volume 1 (Eng MS 566), numbers 1-50, 1788-1794;
- Volume 2 (Eng MS 567), numbers 51-96, 1794-1801;
- Volume 3 (Eng MS 568), numbers 97-158, 1801-1821.
Numbers 1-28 were sent before Penelope's marriage in 1792 to William Pennington and are signed P.S.W. or P.S. Weston; number 151 is a fragment only; number 152 is a draft of a letter from HLP to Penelope Pennington; numbers 153-156 are from Penelope Pennington to Sir John Salusbury Piozzi Salusbury [HLP's adopted son]; number 157 is a draft of a letter from Sir John S.P. Salusbury to Penelope Pennington; and number 158 is to Penelope Pennington from D.H. Dickson.
Many of the letters are published in Oswald G. Knapp (ed.), Intimate letters of Hester Piozzi and Penelope Pennington, 1788-1821 (London: John Lane, 1914) .