Mr. Zaillian 's movie also departs from both Warren and the Rossen movie by making '' All the King 's Men '' an explicitly Louisiana story : the towering state capitol in Baton Rouge , built by Long in 1931 and 1932 , was the location for some of the film 's most haunting shots , for example , including a searing image of a bronze map of the state set in the capitol 's floor .