The star was spotted in New York this week when she started filming “Friends with Kids."
The actress was all wrapped up for the sub-zero conditions in a black padded jacket and cream furry boots.
She was accompanied by what appeared to be a body guard while she walked to the shoot. Megan (24) looked stunning in full makeup and cascading curls.
Her latest film also stars Jon Hamm and Adam Scott, who plays Megan's love interest.