I found a small set report from an onlooker in New Orleans who wrote about it on her blog a month ago.
"After I saw Brad Pitt and Cate Blanchette on Wednesday, I looked around for them again every evening after work, but no luck. Yesterday, I heard that Brad was “still in make-up” and would be there soon. It seems the make-up takes a lot of time. When I saw him and Cate Blanchette the other day, they must have been rehearsing because he looked like himself. When I left today, Cate Blanchette was apparently there, but Brad was not. I didn’t see her, though. A guy I know on the crew told me they are moving somewhere else for the weekend and then to Covington on Monday. Next week they will be somewhere on Napoleon. Tomorrow I think he said they are filming at Tulane and Broad using the Criminal Court Building as an old train station. I can’t wait to see this movie now. I have a souvenir Benjamin Button parking pass."