The Showtime series, which stars Paul Giamatti and Damian Lewis, is filming along Corporate Park Drive in West Harrison on Tuesday, Nov. 7, according to On Location Vacations. The drama, in production for its third year, is loosely based on the activities of Preet Bharara, the former Attorney for the Southern District of New York and his legal battles with hedge fund manager Steve Cohen of S.A.C. Capital Advisors.