notNPH said:

He certainly accepts credit; I don’t think he took or considers himself Penny’s killer.

Dr. Horrible immediately understands the implications of events.  Penny is dead and he notes:

Here lies everything.

The world I wanted at my feet.

My victory's complete,

so hail to the king.

It has dual meanings, of course.  But DH knows even before the reporters begin to ask questions that he will be credited with Penny's death.  He doesn't have to claim credit.  It's thrusted on to him.  He knows how the world works.  Penny's rescue is credited to Captain Hammer when, arguabley, the situation was caused by CH and ultimately difused by DH.  The homeless shelter is credited to CH when it was largely the work of Penny that brought it about.

And so Dr. Horrible accepts the credit for killing Penny – and even trades off of it.  He goes on to commit other crimes.   At the following bank heist, all he has to do is brandish a possible weapon about and look menacing.  His reputation does all the work.  No further action is needed.

But would Dr. Horrible be able to do violence?  He dons the personea:

Now the nightmare's real.

Now Dr. Horrible is here!

To make you quake with fear!

To make the whole world kneel.

But Dr. Horrible lacks… experience.  He's never killed.  His work has never had the intent to kill (stun rays, freeze rays).   The only time he's intended to kil, he found himself hesitating despite his earlier conviction before the attemptl went wrong.  Will greif and anger be able to drive him beyond a point he hadn't managed to cross before?

I suspect Billy is in trouble.  Dr. Horrible lied on his resume.  He has the talent to be in the E.L.E.  But he doesn't have the same drive; he's not one of them.  How long will it be before Bad Horse and company catch on? 

Trivia note: the Purple Pimp is played by the guy who actually owns the crazy apartment used as the location of DH's lair.  As a sort of thanks, the owner was included in the final shot.