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Recent years have seen growing interest in 3D human faces modelling due to its wide applications in digital human, character generation and animation. Existing approaches overwhelmingly emphasized on modeling the exterior shapes, textures and skin properties of faces, ignoring the inherent correlation between inner skeletal structures and appearance. In this paper, we present SCULPTOR, 3D face creations with Skeleton Consistency Using a Learned Parametric facial generaTOR, aiming to facilitate easy creation of both anatomically correct and visually convincing face models via a hybrid parametric-physical representation. At the core of SCULPTOR is LUCY, the first large-scale shape-skeleton face dataset in collaboration with plastic surgeons. Named after the fossils of one of the oldest known human ancestors, our LUCY dataset contains high-quality Computed Tomography (CT) scans of the complete human head before and after orthognathic surgeries, critical for evaluating surgery results. LUCY consists of 144 scans of 72 subjects (31 male and 41 female) where each subject has two CT scans taken pre- and post-orthognathic operations. Based on our LUCY dataset, we learn a novel skeleton consistent parametric facial generator, SCULPTOR, which can create the unique and nuanced facial features that help define a character and at the same time maintain physiological soundness. Our SCULPTOR jointly models the skull, face geometry and face appearance under a unified data-driven framework, by separating the depiction of a 3D face into shape blend shape, pose blend shape and facial expression blend shape. SCULPTOR preserves both anatomic correctness and visual realism in facial generation tasks compared with existing methods. Finally, we showcase the robustness and effectiveness of SCULPTOR in various fancy applications unseen before.