3. The National Arts Club in Manhattan
On Gramercy Park, next to The Players Club is another period-era private club, The National Arts Club, where interior scenes were filmed. Business Insider reported in June that actors, including James Cromwell who plays Secretary of the Treasury Andrew Mellon were spotted entering the premises in period getup. The scene above is shot in the dining room of the National Arts Club, where lunch is still served to members and members of sister clubs.