In his essay "On Synthetism" (1922), Yevgeny Zamyatin writes that "[Annenkov] has a keen awareness of the extraordinary rush and dynamism of our epoch.

His recognition as a book illustrator came in the wake of his most known work — designing Alexander Blok's poem, "The Twelve", published in 1918 and going through three printings within a year.

In 1919 Annenkov designed and staged "First Distiller, or How an Imp Earned a Hunk of Bread", a comedy by Count Lev Tolstoi.

Commissioned by the Bolshevik government, Annenkov together with Mstislav Dobuzhinsky, S. Maslovski and A. Kugel, designed and staged the open-air mystery "Liberated Labour Anthem" on 1 May 1920 in Petrograd.

It contained 80 pictures of the key-figures of Russian art of the time (Gorki, Zamyatin, Remizov, Sologub, Blok, Akhmatova a.o.)

He was co-nominated with Rosine Delamare for the Academy Award for Best Costume Design for their work in the film The Earrings of Madame de... (1953).