Harry Potter and the Order of the Phoenix, directed by David Yates (The Way We Live Now, 2001) and written by Michael Goldenberg, is still filming with a release date set for July 13th, 2007, in the UK and the USA (for other release dates see http://www.mugglenet.com/movies/movie5/releasephdates.shtml). Recent location shots have been featured on numerous web sites, including http://www.mugglenet.com/. Most recent shooting has been at Kings Cross Station in London where Harry famously boards the Hogswarts Express. On-site rumours indicate that Voldemort himself will be surreptitiously present during one of these scenes - a sharp deviation from the book, and possible a welcome one too, as this ensures the audience is kept aware of Harry's true enemy before the finale and perhaps Harry's paranoia will be stoked to new levels too.
The next film in the series based on Harry Potter and the Half-blood Prince has now been written by Potter scripting veteran Steven Kloves. but a decision on a director is still to be made by Warner Bros. Various names have been floated including Terry Gilliam (unlikely, although he was Rowling's number one choice apparently), M Night Shyamalan, Joss Wheedon (Buffy/Serenity) although he has said he wishes most to direct the final film in the franchise, and more recently James McTeigue (V for Vendetta), who is also slated to direct a remake of Logan's Run (www.imdb.com). There is also a rather alarming rumour that Chris Columbus who directed the first two Harry Potter movies is also keen to return, which would make for a decided turn for the worse, that's for sure.