There are at least two artists who use the name Hennessy.
1. Bay Area hip hop producer & MC check out album herehttp://hennessy.bandcamp.com/album/hennessy-and-the-beat-machine
2.An electro and techno producer and DJ based in Glasgow, Scotland, UK. Website here: www.myspace.com/hennessy
3. A hip-hop artist from Memphis, Tennessee, USA. Read more on Last.fm