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Even a little comfort from co-star Penn can't cheer her up! Of course, she could just be filming a scene for Gossip Girl, but Blair Waldorf always gets what she wants, so it's highly unlikely!

Meanwhile, Blake Lively was also spotted on set going incognito:

Leighton Meester gossip girl jacket filming purse hand bag scarf

That outfit is the definition of not hot! Sorry, Blake. Not the sexiest look.