Cooper has teamed up again with Russell after "Silver Linings Playbook", the film which earned him his first Oscar nomination in the best actor category, reported Us magazine.
The 38-year-old was photographed wearing an open army-green shirt and permed hair.
"I permed my hair today. We did a camera test today and we were playing with the idea of (my character) having curly hair. Like rollers in the hair!" Cooper said in an earlier interview.
The untitled film is based on Abscam scandal of the late 1970s and early 1980s in which a US senator and other powerful leaders were convicted in an FBI sting operation.