Requim for a Falling Star is one. Murder, Smoke and Shadows is another. Fade Into Murder is yet another. Caution - Murder Can Be hazardous to your health (although he did not appear on the set). Double Shock Suitable for Framing i'm sure there are others too.
presciption: murder..movie studio make me a perfect murder..an on-location set in etude and swan song he appeared in a recording studio.
Close but no cigar examples (heh heh cigar...get it?): In "Candidate for Crime," he is not in a studio, but he is present when Hayward is taping a political commercial or talk. In "Murder by the Book," ditto for not being in a studio, but he is present when a TV interview is taped in Franklin's house. On tape for the news in "Blueprint for Murder"