Walter Matthau and Jill Clayburgh at A&I Building, by Tinsley, Jeffrey Wayne 1947-2017, 1981, Smithsonian Archives - History Div, Jill Clayburgh and Walter Matthau filming outside the Arts and Industries Building where they recently spent two days filming "First Monday in October," January 7, 1981. The rotunda was transformed into a Hollywood set with directors' chairs, rolling cameras, and makeup artists..