In 2000 Penhall adapted the play for a film with the same name directed by Simon Cellan Jones, starring Daniel Craig and Kelly Macdonald, which premiered at the Cannes Directors' Fortnight.
In 2000 Penhall's play Blue/Orange began its run at the National Theatre, directed by Roger Michell and starring Bill Nighy, Andrew Lincoln and Chiwetel Ejiofor.
Penhall spent six years working on The Last King of Scotland, even flying to Uganda and meeting Idi Amin's henchmen; however, he requested his name be removed from the film after other writers were brought on board.
[4] Penhall adapted Cormac McCarthy's book The Road in 2009 for a film starring Viggo Mortensen; for this he received wide praise, scoring a 74% rating on Rotten Tomatoes,[5] and was named by Variety Magazine as one of their Top Ten Screenwriters to watch.
[6] In 2009 Penhall's detective drama Moses Jones, where he also served as executive producer, was shown on the BBC, winning a BAFTA for make-up design and Best Screenplay at the Roma Film Festival in 2009.
In 2023, Penhall was revealed to have been attached to write the third Sherlock Holmes film with star Robert Downey Jr. and director Dexter Fletcher before its development hell due to the COVID-19 pandemic.