Gossip Girl Blake Lively William Baldwin Serena Van Der Woodsen New York winter long coats

William Baldwin palled around with Blake Lively on the set of Gossip Girl yesterday in New York, playing the part of Serena's long lost father.

Lively's character spent a large part of the season looking for her dad while her mom Lily (Kelly Rutherford) was secretly receiving letters from the missing man and hiding them from her daughter.

Baldwin's got some real-life drama of his own ... his wife Chynna Phillips checked into a rehab facility for anxiety just over a week ago not long after her sister Mackenzie went public with accusations their late father John sexually abused her.

Sometimes truth is stranger than fiction!