Since his return in 2003, Grimes has played at many venues around New York and on tour in the United States, Canada, and 30 countries in Europe, the Far East, and Brazil; often working as a leader, Henry Grimes has been making music with Rashied Ali, Marshall Allen, Fred Anderson, Marilyn Crispell, Ted Curson, Andrew Cyrille, Bill Dixon, Dave Douglas, Andrew Lamb, Joe Lovano, Roscoe Mitchell, William Parker, High Priest (from Anti-Pop Consortium), Roscoe Mitchell, Wadada Leo Smith, Cecil Taylor (with whom Grimes resumed playing in October, 2006 after 40 years), John Tchicai, and many others.