I bought a copy of the July 1, 1933 edition of Picturegoer for its pictorial spread on Hell Below. It is quite good, but I really enjoyed finding the picture above. Franchot, Joan and Bob strolling merrily along on the MGM lot ... love those "candid" shots. Note: Bob is wearing his white bucks but no ascot. Ascots were perhaps too formal in a work situation?
Paying considerably less, I found a pictorial book in a library remainder bin about the movie industry going to war titled Movie Lot to Beachhead (1945). It has hundreds of photos re the making of war movies, as well as stars who were in the services during WWII. There's a nice photo of Lt. Cmdr. Montgomery, of course, and in a section discussing Hollywood before the war, I found this small picture of an unidentified star signing autographs. Have not seen a photo of Bob smoking with a cigarette holder anywhere else. He probably thought it looked good with his tuxedo. (The book is available on Amazon, will cost you about $10 with shipping. It's definitely worth it if you have an interest in the subject.)
And, in some forgotten magazine, I ran across the photo below of Messrs. Cagney and Montgomery on the set of The Gallant Hours. One just cannot have too many pictures of Jimmy and Bob.