The actress will star alongside Johnny Depp in the film.
An adaptation of Brian Burrough's book "Public Enemies: America's Greatest Crime Wave and the Birth of the FBI, 1933-43," the film centers on the government's attempt to stop John Dillinger and his gang. Depp is playing Dillinger to Bale's famed FBI agent Melvin Purvis.
Wenham is playing Pete Pierpont, a member of Dillinger's crew who has a violent hostility to all authority. British actor Graham will portray Baby Face Nelson.