Her last West End appearance was in "Sweet Panic", the 2003 Stephen Poliakoff drama in which she portrayed a neurotic mother locked in a battle of wills with her disturbed son's psychologist. She starred in Richard Jones's critically acclaimed production of "The Good Soul of Szechuan" at the Young Vic in 2008. She was reunited with Jones in a new musical production of "Annie Get Your Gun", which opened at the Young Vic in October 2009. At London's Young Vic, in 2016's "If You Kiss Me, Kiss Me", Horrocks revisited the songs of her youth to sing versions of tracks by the likes of Joy Division, The Smiths, Buzzcocks, and The Human League.