Sandra Oh and Melissa Leo co - star in ` ` The Heat '' directed by Paul Feig , it 's the first female buddy cop romantic comedy . When Mullins confuses Ashburn 's overly fussy pair of pajamas with a tuxedo , it 's all wrong , yet The duo work best when their characters are n't ##y . But when they become chummy , the comedy goes downhill .
Sandra Oh and Melissa Leo co - star in ` ` The Heat '' directed by Paul Feig , it 's the first female buddy cop romantic comedy . The duo work best when their characters are n't ##y . But when they become chummy , the comedy goes downhill .