This work addresses the question of regularity of solutions to evolutionary (quasi-static and dynamic) perfect plasticity models. Under the assumption that the elasticity set is a compact convex subset of deviatoric matrices, with $C^2$ boundary and positive definite second fundamental form, it is proved that the Cauchy stress admits spatial partial derivatives that are locally square integrable. In the dynamic case, a similar regularity result is established for the velocity as well. In the latter case, one-dimensional counterexamples show that, although solutions are Sobolev in the interior of the domain, singularities may appear at the boundary and the Dirichlet condition may fail to be attained.