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.
The actors told police that it was a dream sequence of the movie and they had all the legal documents and permission for shooting. But the mob that had reached the police station started shouting slogans alleging they were hurting religious sentiments.
"We lodged an FIR under section 295 A (injuring or defiling place of worship with intent to insult the religious of any class) and 153 A of Indian Penal Code (IPC) (promoting enmity between different groups on ground of religion, race, place of birth, residence, language) against the actors," said a police official.
A police source said that Aamir Khan and director of the movie Rajkumar Hirani have been named in the FIR