Should Miley and Johnny be worried?

Miley Cyrus' fiance Liam Hemsworth filmed scenes for his new film Paranoia in Philadelphia Monday, alongside Johnny Depp's girlfriend Amber Heard (who debuted a stunning new brunette hue on set).

Heard, 26, and Hemsworth, 22, star opposite Gary Oldman in the thriller about a promising young employee forced to spy on a rival corporation by his boss.

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Although her Hunger Games star beau has been busy at work, the freshly shorn Cyrus is reportedly spending plenty of time in the City of Brotherly Love so the couple can make the most of his downtime. But, as the former Disney star told Marie Claire earlier this month, neither she nor Hemsworth feel pressured to make it down the aisle anytime soon.

"I don't really care about the wedding or the piece of paper as much as I do the promise we've made to each other," she says. "And we want to have a long engagement."

Why do she and the Aussie-born hunk work? "Liam and I have a really good relationship," the "Can't Be Tamed" singer explains. "Neither of us is super-jealous. We know each other and would never do anything to hurt each other."

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And while Depp, who recently split from partner Vanessa Paradis after 14 years and two kids together, is thousands of miles away shooting The Lone Ranger in New Mexico, a source tells Us Weekly he and his girlfriend are still going strong.

"He is filming in Santa Fe, she [was there visiting]," the insider shares. "Things are going well with them. Amber is smitten."

This article originally appeared on PIC: Liam Hemsworth, Amber Heard Join Forces to Film Paranoia