Billy didn't have a family to call his own. He did have Moist and the ever persistent Captain Hammer, but neither of them were family. One was an acquaintance and the other was the bane of his existence. When he met her, his pretty Penny, he knew that she was the one who she wanted to be with forever. She would be the family that he never had in life. He would win her.
But just like the rest of his life, his hope for family was taken from him by Captain Hammer. He claimed that he stopped the van that Billy had stopped. It was the first straw in a long list of anger. He was taking her away and Billy would do anything to get her back.
Billy felt bad for her. Penny was just like him. She had no family and wanted to find the one. She confided in him. He felt closer to her with each passing day. He knew that he would have to win. He would do it all for his pretty Penny. For his new family.
Everything was going right. Dr. Horrible was about to beat Captain Hammer and win his family back, but Fate was a cruel mistress. The machine stopped working and unfroze Captain Hammer and the idiot pointed the gun in the right way and it blew up.
Shrapnel flew everywhere and it seemed that even though things had gone wrong, they had also gone right. It was only then he realized it. Only then he saw that it had killed his own chance at a family. Penny had a piece of shrapnel in her body and she believed that she could be saved by Captain Hammer while Billy stood there.
After she died, Billy died with her, his human side unable to feel a thing and only Dr. Horrible remained. In his two goals, one succeeded and one failed. Every human quality died in Dr. Horrible on the day he lost his pretty Penny.
He had the world, but it was nothing to him. Not without his new family. There had been a cost to his actions as he obtained the world for nothing more than a pretty Penny. But in the end, it was the Penny that could have saved him; it had always been about Penny. When you're evil, you're left alone, or so they say.