John Wesley spoke in Penzance around ten times between 1768 and 1789 and he sometimes preached just outside. He wrote in his journal on August 21st 1776, 'I preached at Penzance in a gentleman's balcony which commanded the market-place, to a huge congregation. The word fell heavy, upon high and low, rich and poor. Such an opportunity I never had at Penzance before.'
Revival came to Penzance in 1799; the circuit minister wrote, ''at our love feast, on the Christmas quarter day, the Lord began to breathe on the dry bones, in such a manner as never was seen before in Penzance. Some who had been seeking the Lord for many years found him, to their unspeakable joy. Since which time, we have added about one hundred members to that society.'
William Haslam was here in 1859 and William Booth in 1862 (see this website for both these men) and revival came with them.
I do not know where the meetings took place.