Leonardo DiCaprio was spotted yesterday on the LA set of J. Edgar, his new Clint Eastwood-directed movie about the late FBI director J. Edgar Hoover. Production started last week, and the actor made sure to fit in some fun before getting down to work. Leo kicked off the afternoon shooting alongside Judi Dench and a young costar, and later changed into a three-piece suit for their night scenes. They'll soon be joined by Naomi Watts and Ed Westwick for the project, though the Gossip Girl star won't report for duty until next month. Ed's in the middle of promoting another big screen endeavor Chalet Girl, which he just premiered in London — check out what he said to PopSugar UK about filming with Leo and his lack of Valentine's Day plans! Leo is currently immersed in his powerful character, but he's also still staying focused on other causes that are important to him.