The Ziggy Stardust legend is currently working on the promo for The Next Day, the third track to be released from his comeback album of the same name.
Bowie was spotted sporting long religious robes alongside Oldman on the set in New York earlier this week (begs22Apr13).
The pair filmed scenes together, alongside extras dressed as a bride, a monk and the Pope.
Bowie and Oldman previously joined forces for a musical collaboration in 1995, when they sang on a rendition of his track You've Been Around for guitarist Reeves Gabrels' The Sacred Squall of Now.
Oldman is the second Hollywood star Bowie has recruited this year (13) - he enlisted actress Tilda Swinton to play his onscreen wife in the video for his second single, The Stars (Are Out Tonight), which was released in February (13).