Because of their early occupation of the Dutch East Indies (now Indonesia), most of the early explorers of Australia were Dutch sailors. Peter Nuyts, about whom Fenner wrote an article in 1927, was the first person to explore the south coast of Australia. A memorial obelisk commemorating the tercentenary of Nuyts' voyage was erected at Streaky Bay, on the west coat of Eyre Peninsula, in 1927; a plaque was added and unveiled in 1938.

In 1926, a year before the Historical Memorials Committee was formed, the home of Colonel William Light, who designed the city of Adelaide, was demolished to make room for a factory. Fenner wrote a short paper about it (see Bibliography, Historical). Several years later, in 1935, he arranged for the publication of Light's last diary and wrote the introductory notes accompanying that volume. In the 1980s, Thebarton Corporation initiated a proposal the rebuild Light's cottage. A newspaper report about this proposal (The Advertiser, 1987) prompted Dr John Tregenza, a professional historian, to produce another paper about the cottage (Tregenza, 1989), which was highly critical of Fenner's paper—'It is a remarkably confused paper'. In 1997, to make these papers more accessible to local people, the Thebarton Historical Society republished both articles (Ralph, 1997).

Charles Sturt is widely regarded as ‘the father of Australian Exploration’. Fenner worked for many years and in many ways to ensure that his contributions were not forgotten. In 1929, the centenary of Sturt's expedition down the Murrumbidgee and Murray River to the Murray mouth, he was President of the Historical Memorials Committee, and with the cooperation of officials from South Australia, Victoria and New South Wales, he organized a centennial memorial trip of that expedition. Excellent maps and accounts of the voyage were published and distributed, and granite or concrete memorials with appropriate bronze plaques were erected near every community of any size along the route.

In 1931, when he and Peggy visited England for the first time, he met Captain Anthony Sturt (Charles Sturt's great-grandson) in London and later travelled by train to the home of Mrs Beartrix Sturt, daughter-in-law and biographer of Charles Sturt, at Bewdley, overlooking the valley of the River Severn. They went there again on their second trip in 1937, and subsequently corresponded for many years (see Chapter 17). In 1937, he persuaded Ivor Hele to paint a portrait of Sturt—on horseback in the central Australian desert in 1844—that was entitled ‘Sturt's Reluctant Decision to Return’ and is now in the State Art Gallery of South Australia.

Mr W. J. Adey, the Director of Education, was in London in July 1936 and in his absence Fenner was Acting Director. On a motion by him, the Royal Society urged the government to preserve Charles Sturt's home The Grange as a National Historical Memorial and offered to undertake and supervise the layout and planting of the surrounding grounds. On 28 July 1938 the government set up a committee to consider making the home a 'Charles Sturt National Memorial', but it was some 20 years before the idea came to fruition. In 1944, the end of the war was in sight and the Society's thoughts turned again to Sturt. The initiative came from Fenner, now Director of Education, and was successfully taken up by the Historical Memorials Committee, with the purchase of The Grange, built by Sturt in 1840 and his residence between explorations and a trip to England in 1847–49, until he returned to England in 1853. In 1982, The Grange, fully restored, was finally opened as an historic memorial of an early South Australian home and a famous Australian explorer and South Australian pioneer.