“The Heat,” a comedy starring one of Thursday’s Emmy nominees, Melissa McCarthy, was rumored to be shooting in the old Boston Herald building on Thursday. . . . Local actress Dakota Shepard (right), who’s filming the South Shore thriller “The House Across the Street” and has had small roles in Boston films such as “R.I.P.D.” and “What’s Your Number?,” has been cast as Tobey Maguire’s wife in the Jason Reitman movie “Labor Day.” Shepard wrote a note on her website saying: “I feel pretty lucky, to say the least.” A note on Maguire: After being spotted at a vegan ice cream spot in Allston, local restaurants have started marketing themselves to “The Great Gatsby” actor. Veggie Galaxy in Cambridge tweeted on Wednesday: “@TobeyMaguire We heard you were in Boston for the filming of “Labor Day”, why not stop by for the best vegan food in town?”