In 2000, Connolly starred in Beautiful Joe alongside Sharon Stone.
The following year, he completed the third in his "World Tour" BBC series, this time of England, Ireland and Wales, which began in Dublin and ended in Plymouth.
It was broadcast the following year.
Also in 2001, Stephenson's first biography of her husband, Billy, was published.
Much of the book is about Connolly the celebrity but the account of his early years provides a context for his humour and point of view.
A follow-up, Bravemouth, was published in 2003.

A fourth BBC series, World Tour of New Zealand, was filmed in 2004 and aired that winter.
Also in his 63rd year, Connolly performed two sold-out benefit concerts at the Oxford New Theatre in memory of Malcolm Kingsnorth.
He has continued to be a much in-demand character actor, appearing in several films such as White Oleander (2002), The Last Samurai (2003), and Lemony Snicket's A Series of Unfortunate Events (2004).
He has played an eclectic collection of leading roles in recent years, including a lawyer who undertakes a legal case of Biblical proportions in The Man Who Sued God (2001), and a young boy's pet zombie in Fido (2006).

Also in 2005, Connolly and Stephenson announced, after fourteen years of living in Hollywood, they were returning to live in the former's native land.
They purchased a 120-foot (37 m) yacht with the profits from their house-sale and split the year between Malta and the 12-bedroom Candacraig House in Strathdon, Aberdeenshire, which they had purchased in 2008 from Dame Anita Roddick.

Later in the year, Connolly topped an unscientific poll of "Britain's Favourite Comedian" conducted by the network Five, placing him ahead of performers such as John Cleese, Ronnie Barker, Dawn French, and Peter Cook.
In 2006, he revealed he has a house on the Maltese island of Gozo.
He and his wife also have an apartment in New York City near Union Square.

On 30 December 2007, Connolly escaped uninjured from a single-car accident on the A939 near Ballater, Aberdeenshire.
In 2000, Connolly starred in Beautiful Joe alongside Sharon Stone. The following year, he completed the third in his "World Tour" BBC series, this time of England, Ireland and Wales, which began in Dublin and ended in Plymouth. It was broadcast the following year. Also in 2001, Stephenson's first biography of her husband, Billy, was published. Much of the book is about Connolly the celebrity but the account of his early years provides a context for his humour and point of view. A follow-up, Bravemouth, was published in 2003.
A fourth BBC series, World Tour of New Zealand, was filmed in 2004 and aired that winter. Also in his 63rd year, Connolly performed two sold-out benefit concerts at the Oxford New Theatre in memory of Malcolm Kingsnorth. He has continued to be a much in-demand character actor, appearing in several films such as White Oleander (2002), The Last Samurai (2003), and Lemony Snicket's A Series of Unfortunate Events (2004). He has played an eclectic collection of leading roles in recent years, including a lawyer who undertakes a legal case of Biblical proportions in The Man Who Sued God (2001), and a young boy's pet zombie in Fido (2006).
Also in 2005, Connolly and Stephenson announced, after fourteen years of living in Hollywood, they were returning to live in the former's native land. They purchased a 120-foot (37 m) yacht with the profits from their house-sale and split the year between Malta and the 12-bedroom Candacraig House in Strathdon, Aberdeenshire, which they had purchased in 2008 from Dame Anita Roddick.
Later in the year, Connolly topped an unscientific poll of "Britain's Favourite Comedian" conducted by the network Five, placing him ahead of performers such as John Cleese, Ronnie Barker, Dawn French, and Peter Cook. In 2006, he revealed he has a house on the Maltese island of Gozo. He and his wife also have an apartment in New York City near Union Square.
On 30 December 2007, Connolly escaped uninjured from a single-car accident on the A939 near Ballater, Aberdeenshire.
Billy Connolly