One of the first scenes Christina Applegate and Linda Cardellini ever shared in Netflix’s “Dead to Me” had them smoking marijuana on the beach. In between lighting setups, Applegate says, they didn’t go back to their individual trailers to decompress; rather they “just sat there under the blankets, talking.” That allowed them to get to know each other better, but it also set a precedent for the kind of supportive working relationship they would have.

“From the get-go it was as if we had known each other forever,” says Applegate. “We were not two actresses working together; we were two women who understood each other. There was nothing about coming in to have a performance; we were living these moments together.”

In the second season of the dark comedy, those moments were more often than not extremely emotional. The season starts with Applegate’s Jen calling upon Cardellini’s Judy to help her literally bury a body — and that of Judy’s ex-boyfriend, to boot! As time goes on, the attempts to cover up the crime become more complicated; Jen confesses to Judy that she killed him out of anger, not self-defense; and Jen’s kids are even left in Judy’s care when Jen thinks she is going to prison.

Both Applegate and Cardellini point to the scene in which Jen reveals to Judy that she has been keeping the truth about the murder secret as one of the most challenging ones to film.

“As I was saying the words to her, I physically started shaking so hard. I remember when I was shooting it, I looked down at my hands and they were just trembling,” Applegate recalls.

But what got them through breaking down was leaning on each other.

“In that scene, she runs out, hysterical, and I’m hysterical, and she and I ran around the corner on the set and literally just fell on the ground and were holding each other,” Applegate continues.

Adds Cardellini: “It’s a great relief to have somebody who you can share things with like we’re in therapy. The friendship that we’ve created actually helps us do our job better.”

This is especially true, according to Cardellini, in knowing each other’s rhythms and how to riff with each other, something the women do a lot for the lighter, more banter-style moments.

“Those are my favorite scenes to play, especially if we’re in on something together and someone else doesn’t know, because Christina and I just have a really good time leaning on each other and grabbing each other and poking each other, making faces at each other,” Cardellini says. “A lot of our improv just comes out of our comfort level with each other. A lot of times we go back and forth at the end of a take for a good five minutes.”

Some of their notable adlibs in the second season came in the scene where they were trying to figure out what to say to the cop who pulled them over in the middle of the night after they had just buried the body.

“She and I don’t talk about the scene, we literally just go and do it. It has to be that way because now these two people are living on the edge,” Applegate says. “So it is this trust, not only professionally but also personally. I always had her back if she was having a day, and she had my back if I was having a day, and that’s what infused these characters.”