Leonardo DiCaprio sprang into action on a tennis court in Brooklyn yesterday on the set of The Wolf of Wall Street. He's been hard at work on the film since late August with director Martin Scorsese. Leo's time in the Big Apple hasn't been entirely focused around work. He stepped out with his Gangs of New York costar and good friend Cameron Diaz at a Tag Heuer event benefiting Sandy relief efforts over the weekend. Cameron was also on hand to celebrate Leo's 38th birthday, which was last Sunday. He marked the milestone at a bash filled with friends, but not his ex-girlfriend, Victoria's Secret model Erin Heatherton.