Oscar frontrunners Sean Penn and Bill Murray may have some surprising competition at next Sunday's Academy Awards: Johnny Depp.

The star of "Pirates of the Caribbean: The Curse of the Black Pearl" scored a major upset at Sunday night's 10th Annual Screen Actors Guild Awards, beating out both Penn and Murray to win best male actor for his role as the surly, drunken pirate whom he patterned after Rolling Stone Keith Richards.

Depp, however, was a no-show at the ceremony.

The other film categories proved a little more predictable, with the evening's big award -- for best ensemble -- going to "The Lord of the Rings: The Return of the King." (Many of the film's bigger stars, including Elijah Wood, Viggo Mortensen and Orlando Bloom, were not at the ceremony.)

Female actor honors went to Golden Globe winner Charlize Theron for her startling transformation in "Monster." Theron, who gained more than 30 lbs. for the role of serial killer Aileen Wuornos, looked absolutely stunning as she thanked her mother for "putting me on a plane with a one-way ticket to Hollywood."

Tim Robbins received supporting actor honors for "Mystic River," while Renee Zellweger referred to her invitation to the SAGs as "the nicest of the year," after she won the female supporting actor prize for her performance in "Cold Mountain."

Meanwhile, as the final episode of "Sex and the City" was airing on HBO, the program captured the award for ensemble in a comedy series, topping major network fare such as "Everybody Loves Raymond," "Frasier," "Will & Grace" and "Friends." Kristin Davis, Kim Cattrall and Cynthia Nixon were on hand to accept the award.

Overall, it was a good night for HBO, with the cable network's "Six Feet Under" earning the award for ensemble in a drama series (over "CSI: Crime Scene Investigation," "Law & Order," "The West Wing" and "Without a Trace"), while the show's matriarch, Frances Conroy, was named best female actor in a drama.

The network also swept the TV movie or miniseries category, as Meryl Streep and Al Pacino scored acting honors for "Angels in America."

Male actor in a comedy series featured three nominees from "Everybody Loves Raymond," including Ray Romano, Peter Boyle and Brad Garrett. But Tony Shalhoub topped all of them (as well as "Will & Grace's" Sean Hayes) for his USA detective series "Monk."

The major networks were not completely shut out, however, with the awards for female actor in a comedy going to Megan Mullally for "Will & Grace" and male actor in a drama to Kiefer Sutherland for "24."

As for the night's acceptance speeches, some took a political turn. Robbins ended his thank-yous by urging SAG members to work to keep movie productions from going to cheaper locations outside the United States.

The speech received polite cheers from the crowd, unlike the one from "Lord of the Rings" actor Sean Astin, who used the final few minutes of the ensemble acceptance to browbeat union members over issues such as income disparity and filming abroad. He then urged them to stay involved with SAG or "there will be no more awards shows" -- before being elbowed aside by other members of the "Rings" cast.

Next up: The Oscars, which will be held Feb. 29 at the Kodak Theatre in Hollywood.

• Check out all the big winners from Sunday's SAG Awards.