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No, do not use a new scene heading each time. Use INTERCUT, described at the link. Basically, a scene heading for each separate scene, then "intercut between X and Y [and Z and ...]. Then exposit...
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#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/32255 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/32255 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
No, do not use a new scene heading each time. Use [**INTERCUT**](http://www.screenwriting.info/15.php), described at the link. Basically, a scene heading for each separate scene, then "intercut between X and Y [and Z and ...]. Then exposition or dialogue without new scene headings. The following excerpt is cut and pasted from the link as an example; pardon any screenplay formatting errors. > INT. SHERRI'S APARTMENT - NIGHT > > Sherri starts disrobing in front of her open bedroom window. > > INT. LENNY'S APARTMENT - NIGHT > > Lenny gets up to cross to the fridge to get a beer. He looks out his window and catches a glimpse of Sherri across the courtyard. He freezes, watching her. > > INTERCUT BETWEEN LENNY AND SHERRI > > Sherri sits on the bed and unbuttons her double-breasted suit jacket. > > Lenny moves closer to the window for a better vantage point. > > Sherri stands, hopping a few feet, trying to step out of her skirt. > > Lenny, eyes glued to Sherri, moves to keep her in view. He slams his bare foot into a dumbbell on the floor. **Another example:** > INT. LIVING ROOM - NIGHT > > Sherri, comfy on the couch, is reading a book when the phone rings. She answers it. > > SHERRI > > Hello? > > EXT. PHONE BOOTH - REST AREA > > Lenny sips a Coke as he talks. > > LENNY > > Hey Honey, I'm in Barstow. > > INTERCUT BETWEEN LENNY and SHERRI > > SHERRI > > Oh, Honey, that's great... > > you'll be here by morning. > > LENNY > > Yep... I've got the pedal to the > > metal.