Kilmer is starring in and directing "Conspiracy," which will be filming until the end of June around Santa Fe, Galisteo, Madrid and Pecos, where Kilmer owns a ranch, the Albuquerque Journal reported Friday. He plays a Marine who learns his best friend has disappeared and no one admits to knowing him.

"I'm a big Val Kilmer fan," New Mexico Gov. Bill Richardson said in a statement. "I'm especially happy that one of our own local luminaries is making a picture here. That's what our film program is all about."

Since Richardson took office in 2003, more than 65 feature films and television series have been shot in the state.