Wendy appeared at the National Theatre as Tamar in Peter Shaffer's Yonadab and in the title role in Martine by Jean-Jacques Bernard, for which she received Olivier and Evening Standard Award nominations. Other NT productions featuring Wendy have included A Streetcar Named Desire, Bacchai, Carrington, You Can't Take It With You, As I Lay Dying, The Pied Piper, Coriolanus, and Animal Farm.
Other work in theatre includes: The Invisible Woman/Like Mother, Marilyn and Ella, Pack Up Your Troubles, The Winslow Boy, The Merchant of Venice, A Christmas Carol, My Mother Said I Never Should, Road to Nirvana, Romeo and Juliet, The Woman Who Cooked Her Husband, Oh, What a Lovely War!, Othello, As You Like It, Stars in the Morning, The Passing Out Parade and Crimes of the Heart. In London's West End she appeared in Piaf.
Wendy appeared again at the NT in Phèdre at the Royal National Theatre, as Panope in 2009 and in Henry IV, Part 1 and Part 2 at the Theatre Royal, Bath as Lady Mortimer/Doll Tearsheat in 2011.