Julia Roberts and Sean Penn arrive in Australia to film their new thriller 'Gaslit'

Julia Roberts and Sean Penn headed to Australia to film their new political thriller 'Gaslit', which is based on the Watergate scandal.

The megastars to start filming the new show - which also stars Aussie actor Joel Edgerton - at different locations in Australia. Joel and his brother Nash will reportedly act as directors and executive producers on the series.

'Gaslit' - which is one of a number of Hollywood projects filming in Australia - is about the Watergate scandal adapted from the Slate podcast Slow Burn.

Chris Hemsworth, Natalie Portman and and Christian Bale are also in Sydney to film their different projects. Zac Efron is also in South Australia to for the shooting of the Stan original movie Gold.