Anderson has miscarriage while filming new movie Adam Graham / The Detroit News Mark Mainz / Getty ImagesPamela Anderson is currently in production on the movie "Blonde and Blonder." Pamela Anderson and Kid Rock have suffered a miscarriage, Anderson's spokesperson confirmed to Us Weekly magazine. The miscarriage happened last week in Vancouver, B.C., on the set of Anderson's new movie, "Blonde and Blonder." Anderson's rep told the magazine it's her wish that "Pamela's privacy be respected at this time." Anderson had been mum on the subject of having children with Rock, whom she married four times this year in ceremonies in Saint-Tropez, France; Beverly Hills, Calif.; Nashville, Tenn.; and Clarkston. When asked last week if she was looking to have children with Rock, Anderson told People magazine, "We already have three (kids)" -- referring to her two sons with rocker Tommy Lee, and Rock's son from a previous relationship -- "so not yet." Still, rumors persisted that Anderson was pregnant, which she chalked up to gaining a few pounds since the weddings. A source tells Us Weekly the pregnancy was in its early stages and that the miscarriage was due to stress on the actress because of her "Blonde and Blonder" filming schedule.