Shreveport policeman Sgt Willie Lewis said Brolin, Wright and five others were arrested in the early hours at a club called the Stray Cat bar.
A call to deal with a rowdy patron drew interference from other patrons, Lewis said.
The Times of Shreveport reported that Brolin was booked and posted $334 cash bond to be released. Police could not confirm this. The actor is shooting Oliver Stone film, W, about President George W Bush.
W began filming in May in Shreveport. Brolin plays Bush and Wright plays former Secretary of State Colin Powell.
The cast also includes Elizabeth Banks as first lady Laura Bush, Ellen Burstyn and James Cromwell as the elder Bushes and Thandie Newton as Secretary of State Condoleezza Rice.
Brolin appeared in three films last year, In the Valley of Elah, American Gangster and No Country for Old Men, which won the best-picture Oscar.
Wright won a Tony Award for Angels in America on Broadway and a Golden Globe for the same role in the television mini-series.
He also has appeared in Syriana, Ali and Casino Royale.