Blake Lively and Penn Badgley, Gossip Girl's on-and-off-screen couple (their relationship status changes quite often on the show, but not in real life) were spotted heading to the New York City set of the hit show on Wednesday ...

In case you were unaware, it's been quite cold in NYC recently, forcing the stars to battle the elements during outdoor scenes (as well as walking to and from the set).

Click to enlarge more pics of Blake Lively and Penn Badgley ...

[Photo Credits: Splash News Online]

Steve Marsi is the Managing Editor of TV Fanatic. Follow him on Google+ or email him here.