As a Game Master, sometimes you need a one-shot adventure. Whether it's just that you haven't had time to plan the next epic saga for your players, or that your players aren't quite the right level yet and so they'd be TPK'ed if they went into your next planned dungeon, or maybe you're trying to introduce new players to the game and want something pre-created to help out. Whatever the reason, they're handy things to have around. Wyrd knows this and has created their new Penny Dreadful One Shots line of adventures for Through the Breach.
These new adventures are meant to be single-session adventures. They're fully-developed and ready to play right away. They've even got pre-generated characters you can give players to use if they don't have their own around. And having pre-generated characters just in your pocket is always a good thing for a GM. Plus, the modules are only $5 each.