Jennings uses handheld cameras and cinéma vérité techniques, shooting his films among old Hollywood buildings and streets.

"[4] In 1999, Jennings directed his first feature Loanshark, a drama which the Los Angeles Times considered the "Best Bet" for film when it premiered at the Vogue Theatre on Hollywood Boulevard.

[5] Loanshark also screened at several film festivals in 2000, including Silver Lake,[6] South by Southwest, Santa Monica, and Melbourne Underground.

[7] The film depicts the stressful life of a ruthless loan shark who drives around the streets of Hollywood looking for people who owe him money.

[20] There are also chapters dedicated to all the kiddie rides, attractions, grounds, and party areas that made the park so popular for over 30 years.

In January 2019, Jennings' third book, Bob McAllister's Wonderama, was published, which chronicles the history of the popular, children's TV show from the 1960s and 70s.