Filming was primarily at Caddy's and also included aerial shots of the beach and the houses.
Filming will be continuing on Friday at the Pinellas Bayway bridge where the shots will include a person jumping off the bridge. Drivers should expect traffic to be diverted.
The filming will move to Tampa on Sunday and Monday.
This marks the second time that Steven Soderbergh has filmed in the Tampa Bay area, with Ocean's 11 being the first.
The movie is expected to be released in 2012.