Wyndham financed the building of a market house at Petworth in 1793 on the market square where bulls had previously been tied to a stake for baiting by dogs.
The earl provided land in 1784 for a new House of Correction, to replace the previous gaol, which had been a squalid place consisting of two unheated rooms and unable to be enlarged to provide the work which was considered essential for the moral improvement of inmates.