The couple, who were in town for pre-production on Black Mass, a film about the infamous Boston gangster Whitey Bulger, headed to the historic Brattle Book Shop in downtown Boston on Wednesday.
"They were very nice," said Ken Gloss, proprietor of the shop. "They stayed for a little more than an hour. Probably if we weren't closing, they would have stayed longer."
Dressed in jeans, a hoodie and a leather jacket, Depp, 50, cruised the stacks making several picks to take home with them, while a driver waited outside.
"He bought a number of books," said Gloss. "Poetry, art history."
The couple, described as "very receptive," were more than happy to take photos with staff members.
"He was just very nice to everybody," Gloss added. "And truly seemed very interested in the books. It wasn't like someone was picking things out for him."
The couple were spotted loading up their luggage to catch a flight out of Logan International Airport Thursday. They put their bags on the curb as Depp smoked an herbal cigarette.
Depp was spotted in costume this week, with slicked back white hair, wrinkles and a leather coat as he walked on the Boston set drinking Red Bull.
Black Mass begins filming in Boston next week and also stars Breaking Bad actor Jesse Plemons, Dakota Johnson and Guy Pearce. It is expected to hit theaters in October 2015.