He has since directed three more films, all well received by critics: the indie thriller The Crossing Guard (1995), the mystery film The Pledge (2001), and the biographical drama survival film Into the Wild (2007). The two starred in the panned and much-derided Shanghai Surprise (1986), directed by Jim Goddard, and Madonna dedicated her third studio album True Blue (1986) to Penn, referring to him in the liner notes as "the coolest guy in the universe".
The relationship was marred by violent outbursts against the press, including one incident when Penn was arrested for assaulting a photographer on a film set; Penn was sentenced to 60 days in jail in mid-1987, of which he served 33 days.
Penn made his feature film directorial debut with The Indian Runner (1991), followed by the drama film The Crossing Guard (1995) and the mystery film The Pledge (2001).
Penn directed one of the 11 segments of 11'09"01 September 11 (2002), a compilation film made in response to the September 11 attacks.
In addition to his film work, Penn is known for his political and social activism, including his criticism of the George W.In November 2008, Penn earned positive reviews for his portrayal of real-life gay-rights icon and politician Harvey Milk in the biopic Milk (2008), and was nominated for best actor for the 2008 Independent Spirit Awards.