EXCLUSIVE: Carrie Coon Talks Unexpected 'Leftovers' Finale and Joining 'Fargo' Season 3

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“I wasn’t expecting the ending that we got, but it was
immensely satisfying to me,” says Carrie Coon, who plays Nora Durst on The Leftovers, the Peabody Award-winning
series about the lives of those left on Earth after two percent of the world’s
population disappears, which is now airing its third and final season on HBO.

“[It’s] especially gratifying to have Nora be so much a part
of the ending,” Coon says of her character, who lost her husband and two kinds during
the Departure and struggled with depression in the years since. Her character
eventually found some solace with Kevin Garvey (Justin Theroux) and in their
retreat to Texas, where the show moved to in season two. Working for the
Department of Sudden Departure, Nora finds herself unsettled once again, when her
investigation into a fraudulent company promising to reunite people with the
Departed takes her to Melbourne, Australia, in season three.

MORE: Justin Theroux's Satisfying Return to (and Departure From) TV

“[It’s] also challenging as an actor just because of the
volume of things I had to learn there at the very, very end. And we were exhausted
and there’s quite a bit of stunt work that I got do myself,” the actress says
of not only grappling with the weight of the story but also the physical
demands of performing stunts and working on location in Australia, where Theroux
said the elements were a real challenge at times. “It was very uncomfortable, a lot,” he said of filming in the Outback.

“In some ways, it was great
to be so mentally and physically exhausted by the last episode,” Coon says.
“It just seemed appropriate to leave it all on the table. [It] was the only way
to finish the series.”

And for the actress, it’s par for the course. After gaining attention
for her Tony-nominated performance in the 2012 Broadway production of Who’s Afraid of Virginia Woolf?, Coon made her feature film debut in Gone
, playing Ben Affleck’s sister. The
, which arrived the same year, was her first major TV opportunity.
“So, I just sort of started my adventure into television,” she said last
summer, following the HBO series' acclaimed season two, which earned her Emmy
as well as a 2016 Critics’ Choice Television Award.

MORE: Damon Lindelof on Ending 'Leftovers' in the Wake of 'Lost'

However, the adventure included a steep learning curve after
coming from the stage. On The Leftovers
set, Coon had less time to get it right -- “or at least get it adequately,” she
said with a newfound appreciation for just how deep one has to reach,
especially while mentally or physically exhausted. “You have to find this well
inside yourself you didn't know you had.”

When it came to Fargo,
Noah Hawley’s FX anthology series now in its third season, the actress not only came to set
with some experience but also a deep appreciation for the show’s signature
Minnesota accents. Born in Ohio, Coon earned a M.F.A. in acting from the University
of Wisconsin-Madison, becoming full immersed in the North Central dialect. In
fact, the actress can recall being in a store when she first noticed how people
talk. “I heard someone go, ‘Oh for cute!’ and I turned around and I thought, Is that an actual exclamation? And of
course it is,” she says. “It’s very real. That’s a real wonderful friendly
specific thing up there and I love it.”

While she can draw on her college experiences, the show will
certainly present a new side of Coon, who plays Gloria Burgle, Eden Valley,
Minnesota’s chief of police and single mother, who finds herself wrapped up in
the murderous mysteries of season three. “It’s been really fun,” she says,
before adding: “And it’s always nice to know that you have a job. I’m trying to
get the next job always.”

The Leftovers airs
Sundays at 9 pm ET/PT on HBO. Fargo season three premieres Wednesday, April 19
at 10 pm ET/PT on FX.

--Additional reporting
by Leanne Aguilera