"Blue Steel," with Jamie Lee Curtis, and the less widely circulated "Impulse," with Theresa Russell, were about women cops. Now Madonna and Demi Moore will team as buddy cops in "Leda and Swan," which begins filming April 1. And Jennifer Jason Leigh will play an undercover policewoman who becomes drug-addicted in "Rush" for first-time director Lili Fini Zanuck, who co-produced "Driving Miss Daisy."