Lo AQ
There is rock art south of the pennines.
It would be rather boring to list them all here so I'll send you some info by e-mail.
I can recommend Richard Bradley's book "Rock Art and the Prehistory of Atlantic Europe". It was written in '97 so is not bang up to date on all the British sites but it provides a good overview of rock art from the Iberian peninsular to Scotland.
If it's just British stuff you want check Stan Beckensall's book "British Prehistoric Rock Art" ....soon to be a database!
Also if you check out this site http://groups.msn.com/rockartinthebritishlandscape/home.msnw
Apart from being a good site, there are some excellent links to sites further afield.
Happy hunting matey