He studied at the University of Amsterdam and the Massachusetts Institute of Technology. He spent much of his life moving between America and Europe, residing in Berlin, Cambridge Massachusetts, San Francisco, St. Louis Missouri, Micronesia and Venezuela. Throughout his life he worked as a professor and researcher at several American and Dutch Universities. During his time at the Sociological Institute of the University of Utrecht he coached various sociology students in documentary filmmaking.
Henny was interested in the use of film as a tool to depict the elements of social, political and economic change that were taking place throughout America and Europe. He was mostly active as a filmmaker in the 1960s and 1970s. Much of his own work documents the Black Power Movement and the impact of the Vietnam war, both in Vietnam and in the United States. Henny was driven by the belief that film can be used as a platform for engaging people in discussion in order to harness a good understanding and much-needed solidarity with those groups or individuals in society who are oppressed or continually subjected to injustices.