The FIR was lodged after locals objected to a scene in which a man dressed as Lord Shiva was pulling a rickshaw in which two burqa-clad women were sitting.
Initially, people thought the actors were members of a Ram Leela party but on seeing cameras they inquired about the issue.
The man who was dress like Lord Shiva was intercepted by a mob which had gathered on the spot.
A policeman who was on patrol duty also inquired about the matter and the three actors were taken to Kotwali police station, said a police official.
