LOS ANGELES, Jan 13 (Reuters) - A lawyer for Alec Baldwin on Thursday said the actor would hand over his cellphone as part of a probe into the fatal shooting of a cinematographer on the movie set of Western "Rust," but police in New Mexico said they had yet to receive the device. Baldwin"s lawyer, Aaron Dyer, said he had reached a deal with New Mexico authorities to turn in the phone after steps were taken to protect the actor"s privacy regarding matters unrelated to the "Rust" investigation. "Mr. Baldwin’s phone is being turned over this week for review," Dyer said in a statement. "Mr. Baldwin has continued to cooperate with the authorities, and any suggestion to the contrary is simply untrue." The comments followed a Thursday news release from the Santa Fe County Sheriff"s Office saying Baldwin had not complied with a search warrant requesting he hand over the phone and that a New Mexico prosecutor was now working with the actor"s lawyer to get it. "To date, the cell phone has not been turned over to authorities," the news release said. The Santa Fe detective leading the "Rust" investigation obtained the search warrant in December to examine text messages, emails and other information on Baldwin"s Apple iPhone. read more The detective said she requested the warrant as suspects, victims and witnesses "often make and/or receive telephone calls and/or messages before, during and/or after the commission of crime(s)." Baldwin has said he was holding a revolver on the film set when it went off during a rehearsal in October, firing a live round that killed cinematographer Halyna Hutchins. In a television interview, Baldwin said he never pulled the trigger and denied responsibility for the shooting. The New Mexico prosecutor overseeing the case has said some people who handled guns on the set may face criminal charges in connection with Hutchins" death.