If being forced into liquidation by the costs of legal proceedings was not enough, Mr Cunningham was badly injured in a motorcycle accident that nearly cost him an arm.
But before the crash and while the court case was still rumbling on, he caught religion. Or, rather, he rediscovered it.
Thanks to the notoriety he had gained while taking on the giants of the tobacco industry and governments, he was invited to chair an annual conference in Stockholm that brings together various marketing experts under the title the New Age Event. Three years ago one speaker was Jesper Kunde, head of what is now claimed to be Denmark's most successful advertising agency, with a talk called "corporate religion".
Mr Cunningham relates: "As a good Catholic boy I was immediately riled. Religion is such a heavily loaded word." But when Mr Kunde started talking he found himself agreeing with everything he had to say. He realised, he says, that when Mr Kunde talked about religion he meant "binding a company together in a common expression". In short, Mr Cunningham was converted.
The two talked and began to work together. Keen to expand, the Danish agency put up the money to get Kunde & Co established as a joint venture in London. One a year on and Mr Cunningham, who is managing partner of the enterprise, reports brisk interest in the concept. Clients range from consumer goods companies to financial institutions, and they include Bodum, the manufacturer of coffee-making equipment; the Prince's Trust; and Bang & Olufsen, the hi-fi company.
The number of employees at the offices in a converted industrial unit on the eastern edge of the City of London has grown from four to 20.
"It is very exciting," says Mr Cunningham, who sees the business as helping organisations come to terms with the idea that effective marketing is about more than building brand awareness. Increasingly, consumers are looking for attitudes or values behind brands. "It's no good going out there and just pretending to be something if internally you're something very different," he says.
But, as he points out, this is not rocket science. Other agencies are pushing the same sorts of notions, while books about corporate culture and other theories, with such titles as The Soul at Work and Passion at Work, are appearing on business shelves.
Mr Cunningham, however, believes the Kunde approach is distinctive. It is "very clean, modular", he says, adding with what looks like a straight face: "We've done for marketing what Ikea did for retailing. It's a very clean system that works."
Clients are subjected to an analysis designed to assess the degree of convergence between how they see themselves and how they are perceived. They are then taken through a nine-point plan that aims to bring out the "spirit and soul of a company" and so release the resources that are supposed to help give them an advantage over their competitors.
Coming from a self-confessed libertarian, this sounds a lot like religion. And it is a view only reinforced by Mr Kunde's book Corporate Religion (just published by Financial Times/Prentice Hall).
Getting there the Kunde way requires faith. In particular, Mr Cunningham sees it as vital for employees to be true believers. "If the only reason you're going to work is to pay the mortgage, you're not in the right job," he says, adding that his message to organisations is even more challenging: "Give these people a reason to believe."