The actress goes deep on her biggest episode of the season.

Were you surprised to be invited back for the second season?

Yes! I was ecstatic about it. When I read the first script of Season 1, I honestly didn't get it. "Sudden Departure, what's that?" But the show has really shifted my way of thinking—the way I think about material, about the world. As I kept reading, I was very intrigued by Patti's whole way of thinking. By episode 5, I was in hook, line and sinker. I couldn't get to the next script fast enough. Then I got a lovely email from Damon before episode 7 telling me that Patti was going to end it. I was like, "What? No!" I was devastated. I went to my husband, the computer in my hand, and asked him to tell me what the email said because I just couldn’t absorb it.

Working on that episode [last season] was an extraordinary experience. My lesson there was to let go because that's what Patti was doing in her life—letting go of attachments, of distractions, of any desire to deny the hugeness of this event. I thought to myself, "Why don't you take a page from her book, and just let go?" Let go in a way that's full of love and gratitude for the experience. And then after all of that, to find out that I was coming back? [Laughs.] I loved it.

What are your thoughts on why Patti is attached to Kevin?

What we realized after shooting her death in Season 1 is that Patti doesn't have a history of strong relationships—especially not with men. I think intimacy to her is a foreign territory, and not a safe one. Damon, early on, told me that Patti did not have a good childhood with parents who cared, which is no surprise because who did she choose for a husband? A creep. Neil was not just an inattentive husband, but abusive. Whatever transpires between Kevin and Patti in that eight episode of Season 1, it's very strong. After we filmed it, both Justin [Theroux] and I said it felt like a love scene. For Patti, that level of intimacy just made something click for her.

When you find someone who you can show all your colors to—even the dark ones—and they're still in the room talking to you, you don't let that go. I think Kevin staying and listening to her in the cabin—that was huge for her. She couldn't let go.

Why does Patti manifest as a child in this episode?

I think because what we're seeing in this episode is the why and how she became who she is. Freeing that inner child is just beautiful. It's hard to explain—like most of Damon's work, I'm not tempted to distill it to a sentence, you know what I mean?

What was it like to film those final scenes in the well?

It was very emotional and very scary to me. I can only say that without Justin—I am so attached to that guy. [Laughs.] He's my dear, dear friend, but to be on a set with him, and to know that it's in his hands, and you're going to be held and protected by this actor, it doesn't get better than that. He's so available and so smart and so strong—I just turned to him the whole time. Because shooting in a well? I've never done that, I've never even shot in water. You don't just get out and do another take. It's a huge undertaking, and it was a thrilling, challenging, deeply satisfying and very sad scene to shoot. But Justin was there for me every step of the way.

What do you make of Patti's final admission in the well? Why does she need to share it with Kevin?

When you know what you need to do in your life, and then you don’t do it—the grief that comes with that is profound. It's not like, "Oh, I should have taken that job, or why did I go here instead of there"—it's bigger than that. Patti had a chance to escape Neil, and she didn't take it. Admitting that to Kevin is profoundly freeing. What she needed to do in this life is finally done. She even went through a second ride with Kevin because she wasn't finished before, and now I think she can finally let go.

When I'm completely honest about Patti's journey, there's been a resolution for her. She was able to look at Kevin and say, "This is the truth of my life, will you carry this burden for me?" and he did. Who else could have done that for her?

After this episode, what do you make of Laurie Garvey's belief that Kevin is psychotic?

It's so consistent, isn't it, that Laurie would have that approach? I remember reading those scenes between Kevin and Laurie and thinking, "Well, she could persuade me." What she says to him sounds so sensible, but the show is going in a different direction. Laurie can't put Kevin's experience in a familiar box, but it doesn't make it any less real.

If you think about the relationship between Laurie and Patti in the first season—Laurie believed that Patti was feeling profound unrest and anxiety because of her relationship with Neil, and that it could be explained away because of the dysfunction of that relationship. The whole time, Patti insisted it was something bigger, and of course it was bigger. As Patti, I would challenge Laurie's summarization of Kevin's breakdown because it's bigger than that. It's not something you can define, or medicate. Getting institutionalized isn't going to cure him, either. What I love about this show is how it challenges our perceptions of things. We think we've seen something before, but no, we really haven't.