Cameras were rolling all over town Tuesday as the cast and crew of “Black Mass” set up shop in East Boston. We got our first good look at actor Jesse Plemons, who’s playing Whitey Bulger confidant Kevin Weeks. Elsewhere, writer-director John Shea filmed more of his thriller “Grey Lady” in South Boston. The New Hampshire native has shot most of the movie on Nantucket, with a cast that includes “Grey’s Anatomy” star Eric Dane as a Boston cop who travels to the island to investigate the murder of his partner. Cast members who were in Southie for Tuesday’s shoot included local actor Kelby Akin, who, according to his resume, made an appearance in the Sandra Bullock movie “The Heat” — as well as a commercial for the Globe. Akin was spotted transporting a “body” in a rug on E. 7th Street.