Pennington, alongside several others to play Imperial officers, is a prolific stage actor. His career there began in 1961 upon joining the Royal Shakespeare Company and continued until 2016, during which he appeared alongside many notable actors and directors in a number of theatre companies. He also helped to found the English Shakespeare Company in 1986. Alongside fellow Imperials Michael Culver, James Earl Jones and Indira Varma, as well as many other Star Wars alumni, Pennington has appeared onstage at the illustrious Old Vic. He is noted for having frequently collaborated with Dame Judi Dench and her husband Michael Williams.
In addition to his acting, Pennington has participated in several instructional workshops for other actors and was the second actor to ever deliver the British Academy's annual Shakespeare lecture. He has written a number of works on Shakespeare's plays as well as one-man plays of his own; in addition, he has worked on a number of books, including memoirs and a semi-fictionalized account of the playwright Chekov. Beyond the stage, Pennington has served as the narrator of a number of documentaries and has also done voice acting work, including in the series Raised by Wolves.