He stars in the upcoming film “Without Remorse,” which is filming in the District.

Photo by La Tur If you see cross-dressing G-men downtown this weekend, worry not. According to the D.C. Office of Motion Picture and Television Development, film crews will be in the city for the next few days filming J. Edgar. The film is directed by Clint Eastwood and features Leonardo DiCaprio as former FBI Director Hoover, as well as Naomi Watts, Josh Lucas, Arnie Hammer and Judi Dench in supporting roles. The office is…