USA. Nevada. Pyramid Lake. FILM: The Misfits. Marilyn Monroe and Montgomery Clift on the set of 'The Misfits'. While they were shooting using 'day for night', Marilyn was worried about having to screw up her eyes while pretending to stare at a star Guido is describing. She said, 'That's the story of my life. Always the wrong end of the lollipop.' 1960.