Blake Lively had her dog Penny bundled up in her coat, curlers in her hair, and an iPad in hand as she arrived on the set of Gossip Girl in NYC yesterday. Perhaps Blake's four-legged friend could use her own stylish jacket to stay warm. Blake's been working on the series in the chilly temperatures all week and the snow hasn't stopped her or other celebrities from stepping out and taking care of business. Her costar, Penn Badgley, braved some inclement weather of his own during a recent trip to Sundance to promote his big screen project with Demi Moore, Margin Call. Penn spoke about being excited to make the jump into independent film, saying that it's finally his chance to show the world he "can act."