Sean Penn Talks THE GUNMAN and More in Exclusive Video During a recent press conference in Los Angeles for THE GUNMAN the star, producer and co-writer Sean Penn talked about the action thriller, his evolution as an actor, the fact that he doesn’t like most modern blockbusters, and more. Watch our exclusive video below with some of the best moments. The film, directed by Pierre Morel (Taken, From Paris with Love), also stars Javier Bardem, Idris Elba, Ray Winstone, and Jorge Leon Martinez. THE GUNMAN will be released in theaters on March 20. A former Special Forces soldier and military contractor suffering from PTSD tries to reconnect with his long time love, but first must go on the run from London to Barcelona and across Europe in order to clear his name.