Vicky McClure sports period dress as she jokes around with Stephen Graham on set of new thriller The Secret Agent

Published: 10:47 EST, 1 October 2015 | Updated: 07:13 EST, 2 October 2015

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They starred together in 2006's This Is England.

So it is little wonder Vicky McClure and Stephen Graham were getting along famously as they filmed scenes for forthcoming BBC drama The Secret Agent on Thursday.

The 32-year-old actress was having a hoot as she wore the heavy costume for her role as Winnie in the BBC thriller while Stephen, 42, was fully in the swing of playing Chief Inspector Heat with his old-fashioned facial hair.

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Firm friends: Vicky McClure and Stephen Graham were getting along famously as they filmed scenes for forthcoming BBC drama The Secret Agent on Thursday

Vicky was dressed in a heavy skirt and a mesh-detailed bonnet with a midnight blue velvet cape and a large satin pussybow blouse tied up to her neck as she filmed scenes for the programme, based on the 1907 novel by Joseph Conrad.

She wore her fringe in tight ringlets which slotted in with the period dress of the 17th century while she wore hobnail boots and a small slouchy pouch bag.

Whilst enjoying a break from set her outfit was swiftly filled with anachronisms as she sported a modern puffer jacket and carried a plastic water bottle filled with orange squash.

Laugh a minute: The 32-year-old stunner was having a hoot as she wore the heavy costume for her role as Winnie while Stephen, 42, was fully in the swing of playing Chief Inspector Heat

Time out: Whilst enjoying a break from set her outfit was swiftly filled with anachronisms as she sported a modern puffer jacket and carried a water bottle filled with orange squash

Boardwalk Empire star Stephen's look was fine-tuned for the drama as he donned mutton-chop style sideburns with a dramatically swept side parting.

His costume comprised of a long, double-breasted coat with a shirt and tie underneath.

The pair were spotted in peels of laughter as they enjoyed a tea break and Stephen took a moment out for a cigarette while filming the much-anticipated drama, which began production last month.

Perios piece: Stephen's look was fine-tuned for the drama as he donned mutton-chop style sideburns with a dramatically swept side parting

The story follows the story of Verloc, played by Toby Jones, a Russian agent in England who becomes embroiled in a tragic terror plot.

Vicky's character of Winnie, is Verloc's wife and the actress told BBC: 'I'm so excited to play the part of Winnie. It's an incredible script. And delighted to work with Toby Jones - I've always been a huge fan of his.'

Stephen, whose character is Verloc's advisory, added: 'I am really excited to be a part of this project with some fantastic actors and an amazing director.'

The show's writer Tony Marchant has thrown his support behind the project's actors, saying: "I can't think of any actors better suited to delivering the modernity and authenticity of Conrad's work to the screen."

Fag time: The pair were spotted in peels of laughter as they enjoyed a tea break and Stephen took a moment out for a cigarette while filming the much-anticipated drama, which began production last month