Bundy first developed Regina Fong in 1985, and quickly achieved a regular spot at the Black Cap gay pub in Camden Town, London and also the Royal Vauxhall Tavern. The Fong character was a Russian princess who had escaped to Britain following the Russian Revolution, a conceit which formed the basis of Bundy's show The Last of the Romanoffs, which premiered at the Edinburgh Festival and later ran at the Bloomsbury Theatre in London.
Bundy appeared in the Edinburgh and London productions of playwright Neil Bartlett's A Vision of Love Revealed in Sleep and Night After Night, and also appeared in the BBC Radio Four adaptation of Night After Night.
Bundy died on 15 April, 2003 from cancer, aged 56.
- "Obituary: Reg Bundy". The Times. 14 May 2003.