Works
- A Gentleman's Tour Through Monmouthshire and Wales (1775) (external scan)
- Wiltshire, Extracted from Domesday Book (1788)
- The Diary of the Late George Bubb Dodington (1809) (external scan)
Works about Wyndham
- "Wyndham, Henry Penruddocke," by William Prideaux Courtney in Dictionary of National Biography, 1885-1900, London: Smith, Elder, & Co. (1885–1900) in 63 vols.

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