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‘The Heat’ with Sandra Bullock begins filming in Dudley Square

A catering sign for the crew of “The Heat,” the new Sandra Bullock movie filming in Dudley Square. (Suzanne Kreiter/Globe Staff)The Boston Globe/Globe staff

The buddy cop movie starring Sandra Bullock and Melissa McCarthy — also known as "The Heat" — began filming in Dudley Square on Thursday. The crew has taken over the old police station there, and Bullock was spotted briefly outdoors on set. Paul Feig, who helmed "Bridesmaids," is directing the local comedy.