The Oscar winner disrobes for her role in the upcoming drama and is seen smoking a cigarette through an open window in full view of passers-by.
But movie bosses were worried photographers would catch the star naked once they discovered the location of the shoot - so they changed the time of filming to make sure Theron's scenes were kept secret.
Director Guillermo Arriaga tells New York Post's gossip column PageSix, “We had to shoot the scene at 6am before any of the photographers were up. It was done in such secrecy that it wasn’t even in the script. Only three people, including myself, knew it was going to happen.”