In spite of the mixed reception accorded to her first production at the National Theatre, Lloyd nonetheless returned to direct productions of The Way of the World, Pericles, What the Butler Saw, The Prime of Miss Jean Brodie and The Duchess of Malfi, which were well received. She directed an award-winning production of Boston Marriage at London's Donmar Warehouse in 2001. Other recent work includes Friedrich Schiller's Mary Stuart newly adapted by poet Peter Oswald, which ran at the Donmar Warehouse, London, and was transferred to the Apollo Theatre, London, and then to the Broadway in spring 2009.