A witness spotted West with stars from the first "Anchorman" movie, including Christina Applegate and Paul Rudd.
Access Atlanta reports that he was joined by Kim Kardashian for part of the filming, and the two were later spotted in downtown Atlanta.
The movie, which stars Will Ferrell, is being filmed primarily in downtown Atlanta and surrounding areas.
There is not yet word on who West will play. He has previously had cameo appearances on a few shows, including "Entourage" and "The Cleveland Show," but this is his big-screen debut.