McCullough continued to record and perform and released solo material, including
Belfast To Boston (2001) and
Unfinished Business (2003). The latter contained his 1998 single, "Failed Christian". McCullough performed at
concerts in Northern Ireland and
Scotland, playing with a backing band (featuring Stephen Quinn on drums and Sean McCarron on saxophone). McCullough contributed guitar on and organised the band for the 2003 release
When A Wrong Turns Right by
Alaskan musician The Rev Neil Down.
The Henry McCullough Band – FBI Live was released in 2007 on
Mundell music, from a recording at The Famous Bein Inn in 2006. In 2007,
Over the Rhine covered "Failed Christian" on their album,
Live from Nowhere, Vol. II. In the same year, McCullough started to work with
Dave Sharp from
the Alarm) and together they enlisted keyboard player
Zoot Money, bassist
Gary Fletcher and drummer
Colin Allen, a line up which became known as the Hard Travelers. In January 2008 the Hard Travelers performed their debut gig at The Cellars in
Portsmouth. In 2008, McCullough recorded ''Poor Man's Moon'' at Amberville Studios, which was released only in Ireland on 5 September 2008, and featured new McCullough compositions. The album also included a number of songs co-written with poet
Eamon Carr from
Horslips and included the single "Too Late to Worry". Among the musicians featured on the album were keyboard player James Delaney, bassists Roe Butcher and Nicky Scott (also double bass), keyboard player Enda Walsh, drummer Adie McIlduff and Percy Robinson on dobro and pedal steel guitar. The album also included drum sequences by Peter McKinney. At the end of 2007 he worked on the album
Dark Nite of the Soul with Jeff Greene, as well as other musical collaborations recorded at Wind-Mill Lane Studios, Dublin; Metropolis Studios, London; and The Sound Kitchen, Nashville. McCullough attended Paul McCartney's concert at the O2 in Dublin on 20 December 2009, and McCartney publicly acknowledged McCullough's contribution to Wings. On 13 March 2010, McCullough and his band were the headline act at the Fifestock Festival at the Inn at Lathones, Scotland. ==2010s==