He is the author of the book "Are You There, Crocodile?" which combines biographical material about the Russian playwright Anton Chekhov with an account of the writing of his highly successful one-man show about Chekhov; the full text of which is included. He has also written three books about individual Shakespeare plays, "Sweet William - Twenty Thousand Hours with Shakespeare", and most recently Let Me Play the Lion Too - How to Be an Actor for Faber and Faber. His solo show "Sweet William" is available as a DVD. Pennington has also worked as a narrator on many TV documentaries.