For the film, director Martin Scorsese decked up the soon-to-be-open drag bar Lucky Cheng's, on West 52nd Street, to look like a strip joint, taking over the space for four hours of filming, The New York Post reported.
"There were five or six of them, but he seemed very professional and looked great in an '80s-style suit. They did five or six takes, more or less the same scene over and over, with girls dancing and rubbing on Leo," a source said.
"In one scene, the strippers were fully naked, and between takes the women covered themselves with towels," the source added.
The two actors play high-powered stockbrokers in the film.