Judging from Lombard's hairstyle and the outfit she's wearing, I'm guessing the photo was taken during the shooting of "We're Not Dressing," a Paramount film released in 1934. I thought the man second from left might be the film's director, Norman Taurog, but seeing some other photos of him made me doubtful. As for the other two people, I'm just as stumped.
Perhaps someone here has a clue; in this instance, I certainly don't. I'm not even sure whether this is an original photo (we do know it measures 8" x 10"), in which case it might have a snipe or other helpful information on the back, or a reprint.
You can purchase the photo for $9.95 under eBay's "buy it now" option; it will be available through just before 4:30 p.m. (Eastern) on Sunday. To buy, or learn more, go to http://cgi.ebay.com/CAROLE-LOMBARD-8X10-PHOTO-8691_W0QQitemZ270554823843QQcmdZViewItemQQptZLH_DefaultDomain_0?hash=item3efe52fca3.
Meanwhile, your assistance in discovering just who is with Lombard in that image would be appreciated.