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Michelle Dockery is chic in a red coat and wide-brimmed hat while filming scenes for Downton Abbey's Christmas finale alongside co-star Allen Leech

Published: 09:28 EST, 16 July 2015 | Updated: 13:30 EST, 16 July 2015

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It was announced in March that Downton Abbey would end with a Christmas special and filming is already underway, five months before what will be the show's final ever episode airs.

Cast members Michelle Dockery and Allen Leech were seen filming scenes for the special at Alnwick Castle in Northumberland on Thursday.

The duo were pictured walking on a small side street behind the castle dressed in their period attire.

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It's almost over! Cast members Michelle Dockery and Allen Leech were seen filming scenes for the culminating episode at Alnwick Castle in Northumberland on Thursday

Donning an appropriate winter style, Michelle, who plays the role of Lady Mary Crawley in the hit drama, sported a long red coat for the scene, which she teamed with a pair of cream heels and a brown hat.

Protecting herself from the non-existent winter chills, the 33-year-old actress finished the look with a pair of silk gloves as she clasped on to a small clutch bag.

Her co-star Allen, who plays chauffeur-turned-family man Tom Branson, looked equally charming in a stone-coloured three-piece suit.

Intense chat: Dressed in their period attire, the duo looked to be having a serious conversation in the scene

The dapper ensemble was paired with a light blue shirt and a deeper blue tie.

Completing the look with a brown hat and a pair of classic brown brogues, the 34-year-old actor could be seen having what looked to be a serious conversation with his onscreen sister-in-law.

The episode is the latest confirmation that The Imitation Game actor will return to the show, despite prompting exit rumours when his character left for Boston, Massachusetts, at the end of season five.

English gentleman: Allen looked dapper in a stone-coloured three-piece suit as he filmed the culminating episode of the much-loved drama

He's back! It was previously thought that the actor had left the series after his character moved to start a new life in America at the end of season five

Packing up and taking his daughter Sybbie - named after her dead mother Lady Sybil Crawley - with him, the widower left England to work on a new farming machinery business with his cousin.

At the BAFTA Film Awards back in February, Allen played coy over whether or not he'd return to Downton, saying: 'He’s gone off to find himself, and find out exactly who he’ll be. So whether he comes back in this season or next season or… we’ll see!'

But it seems his re-emergence is no longer a mystery as the actor has been spotted filming scenes for season six, as well as the festive episode, which will mark the end of the much-loved series.

Lights, camera: Extras gathered on set as the crew filmed scenes for the final episode of the hit period drama

Goodbye! The festive episode will mark the end of the series which has run for six seasons

Chin up: Despite the show soon drawing to a close, cast and crew seemed in high spirits

Step back in time: Extras dressed in 1940's style attire crowded the streets of Northumberland as filming got underway

Cast of Downton Abbey film scenes for new series

But before fans get too upset about the end of the show, there are reports claiming that the cast will re-group for a Downton Abbey feature film, though nothing has been confirmed.

Earlier this year, the show's executive producer, Gareth Neame, said he was 'very interested' in making a movie based on the life and times of the Crawley family and their servants.

'It is definitely something that we're contemplating. It would be great fun to do. I think it would be a wonderful extension of everything people love about the TV show,' he said.

'But I can't confirm that it's definitely going to happen. It would take a lot of planning and thinking about. We shall see.'

Downton Abbey season six will air on ITV in December.