Henley has its own three screen cinema, The Regal Picturehouse
Other cinemas are at Reading and High Wycombe. and nearby local theatres locally, offering west end and repertory productions include The Theatre Royal at Windsor, The New Theatre and The Playhouse at Oxford, The Hexagon, Reading and The Swan at High Wycombe while The Mill at Sonning is a Dinner/Theatre.
A train journey to London or on the M40 to Stratford on Avon will allow you to see the finest productions in the kingdom.