The 60-year-old actress who has starred in big name movies including American Beauty, was among the crew arriving in the borough to film scenes for the feature film Hope Gap, written by the same writer as Gladiator.
The star spent time filming next to the war memorial on South Parade, chatting to extras as well as residents.
The scenes shot in the town centre on Saturday morning were among a number of locations in Doncaster used in the film.
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As well as the memorial, there was also filming at nearby Elmfield Park, and at McAuley School, in Cantley.
Steve Frost, the club steward at the Doncaster Comrades Club, right next to the war memorial, said the crew had used the club as a base during filming.
He said: "We had Annette Bening in here as well as the extras. There was also a band who came down and played.
"We were somewhere to give them a roof over their heads. They were around here for six hours, but they only did about 15 minutes filming. There was a lot of waiting around.
"I know some of the veterans met Annette Bening. I said hello, and she said hello back. She was friendly and personable.
"It was a great experience. She's not the first film star we've had here though. Oliver Reed used to come here."
The film crew had also set up a base at the Doncaster Aeroventure aircraft museum, at Doncaster Lakeside.
The stars' caravans were based there, along with the costume and make-up departments. The crew and cast were bussed in from there to the locations used for filming.
Trustee Bill Fern said: "It was something a bit different for us - we've never done anything like that here. We were were happy to help out and would gladly do it again."