Penelope Cruz and Daniel Day Lewis – First image from ‘Nine’

Set in Italy, but currently being shot in the UK, the star-studded film tells the story of a middle-aged film director distracted by the many women in his life.

The director Guido Contini, played by Lewis, is experiencing something of a mid-life crisis as he struggles to finish his latest film in 1960s Venice.

Cruz plays his mistress Carla, who is vying for Contini’s attention with his wife Louisa, played by La Vie En Rose star, Marion Cotillard, and his muse Claudia, played by Nicole Kidman.

Nine was originally a hit on Broadway in 1982 and ran for 729 performances, making a star out of the Puerto Rican actor Raul Julia.

The film version is being directed Rob Marshall, who directed the acclaimed screen version of the musical Chicago.

Nine’s impressive cast also includes Judi Dench, Kate Hudson and the Black Eyed Peas singer Fergie, who is said to be putting on weight for her role as prostitute Saraghina.

Cruz and Lewis were photographed on set in the Nene Valley Railway in Peterborough, but the Spanish actress appeared to suffer from the cold, shivering as Lewis wrapped his overcoat around her.

Filming is expected to finish in January.