The "continuity layout" and rehearsal information indicate this may have been an internal photo and not necessarily used for publicity.
A few other things of note about that photo: First, Lombard looks very sleepy (the effects of long hours with Laughton?). Second, notice the angle of her legs. It reminds me a bit of this photo, shot on the set of "Fools For Scandal" in 1938:
In both of those images, her legs seem at an odd angle. And since the photo with Laughton was made in the summer of 1940, there's a good chance Lombard had enveloped her lovely legs in those newfangled nylon stockings, introduced that May to great fanfare and runs on stores, pardon the hosiery pun.
The Lombard-Laughton photo is being auctioned at eBay; it's 7" x 9", in excellent condition, and includes an RKO studio stamp on the reverse. Bidding begins at $24.99, with bids closing at 11:26 p.m. (Eastern) on Monday, Labor Day in the U.S. Interested in this rarity? Go to http://www.ebay.com/itm/CAROLE-LOMBARD-LEGGY-CHARLES-LAUGHTON-ORIG-40-RKO-PHOTO-/350488440508?pt=LH_DefaultDomain_0&hash=item519abd2ebc.