 In 2011 Stenham, along with friend Victoria Williams, opened an art gallery, the Cob Studios and Gallery in Camden, London.In 2013 her third play "No Quarter" was staged at the Royal Court, directed by Jeremy Herrin and starring Tom Sturridge.In 2013 film director Nicolas Winding Refn confirmed "I Walk With the Dead" as his next project and that Polly Stenham was confirmed to write the screenplay with Refn.