Some downtown Baton Rouge streets closed Saturday, Sunday for filming Some downtown Baton Rouge streets closed Saturday, Sunday for filming Advocate staff report June 21, 2014 Comments Some downtown Baton Rouge streets will be closed Saturday and Sunday to film the movie “Henry Street” by Fox Louisiana Productions. The crew will need to use Third Street between North Boulevard and Florida Street, as well as Convention Street between Fourth and Lafayette streets to film scenes inside and outside the old State Office Building, 150 Third St. Police will close the streets starting at 10 a.m. Saturday and will reopen them at 2 a.m. Sunday. In addition, the production needs reserved on-street parking along the 200 and 300 blocks of Third and Convention streets until noon Sunday. “No parking” signs will be posted. For information, call (225) 382-3563.