Actor Ben Mendelsohn, who plays Talos in the series, was seen going into The Piece Hall on Friday.
Kingsley Ben-Adir, who has starred in Vera and Peaky Blinders, was also seen on the same day, along with two actors thought to be Samuel L Jackson's stunt doubles.
There was at least one explosion heard and smoke seen coming from out of the top of The Piece Hall.
Crews have also been at the historic venue, which has been shut for several days so that filming can take place, over the weekend.
The Piece Hall reopens on Tuesday.
There was at least one explosion heard and smoke seen coming from out of the top of The Piece Hall.
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