He then left the company for eight years and worked in London, both on the stage (in John Mortimer's The Judge, Christopher Hampton's Savages and Tony Richardson's production of Hamlet with Nicol Williamson), and on TV in many single dramas.

In the meanwhile he appeared at the National Theatre in 1984 in Tolstoy's Strider, for which he was nominated for an Olivier Award, in Thomas Otway's Venice Preserv'd, and also premiered his solo show Anton Chekhov which he has been regularly touring internationally ever since.

[3] His other West End work in the 1990s included Archie Rice in The Entertainer, Claudius and the Ghost in Hamlet, Major Arnold in Taking Sides (Ronald Harwood), Oscar Wilde in Gross Indecency, Sir John Brute in Farquhar'sThe Provok’d Wife, Henry Trebell in Harley Granville Barker's Waste, Trigorin in The Seagull, and the title role in Molière's The Misanthrope.

He also played a sequence of real-life characters such as Sidney Cockerell in The Best of Friends (Hampstead Theatre 2006), 2007 : Robert Maxwell in The Bargain by Ian Curteis (2007), Charles Dickens in Little Nell by Simon Gray (2007), Wilhelm Furtwangler in Pinter's Taking Sides and Richard Strauss in Collaboration by Ronald Harwood (Chichester and West End, 2008–9) He had previously played the other central role in Taking Sides in the West End, with Pinter directing.

In 2010 he returned to Chichester to play the title role in Ibsen's The Master Builder, and the following year Dr Fabio in The Syndicate by Eduardo de Filippo opposite Ian McKellen.

In 2014 he performed the title role in King Lear for Theatre for a New Audience in New York, before undertaking a further tour of his solo Shakespeare show Sweet William (Oregon, Tel Aviv, France).

In 1983, Pennington appeared as Moff Jerjerrod in the Star Wars film Return of the Jedi alongside fellow Old Vic alum James Earl Jones.

He also played Michael Foot in The Iron Lady with Meryl Streep; and among his notable TV appearances have been in the title role of Oedipus Rex and in the television movie The Return of Sherlock Holmes.