[5] At the Film Society, Peña organized retrospectives of Michelangelo Antonioni, Sacha Guitry, Iranian director Abbas Kiarostami, Robert Aldrich, Wojciech Has, Youssef Chahine, Yasujirō Ozu, and Amitabh Bachchan, as well as film series devoted to African, Taiwanese, Polish, Hungarian, Arab, Cuban and Argentine cinema.

In the wake of the September 11, 2001 attacks on the World Trade Center, Peña was involved in the controversy over Abbas Kiarostami, who was refused a US immigration visa to attend the festival because of his Iranian roots.

In the event Peña stated: "It's a terrible sign of what's happening in my country today that no one seems to realize or care about the kind of negative signal this sends out to the entire Muslim world."

From 2001 to 2002, Peña was the host of Sundance Channel's Conversations in World Cinema, on which he interviewed Harmony Korine among other filmmakers.

[7] He was honored at the 2013 Jerusalem Film Festival and held a discussion with Mohsen Makhmalbaf after the screening of The Gardener about the power of cinema.