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Last year, when the first season of The Fall was airing, some women readers told me they found it unspeakably spooky to watch, especially alone. Little wonder. The actions of a fastidious psychopath, Paul Spector (played by Jamie Dornan) were dramatized with a shockingly cold precision.

The killer stalked young, dark-haired professional women, prowled their homes, entered quietly and killed them, then left the scene arranged meticulously, a ritual acted out. Paul, icily cool in his killing, we knew to be a seemingly nice family man in his personal life, his work as a bereavement counsellor making him the least likely of terrifying killers.

The Fall returns (season two starts Friday, Bravo, 10 p.m.) as the best British thriller in years. At its core, again, is the cop chasing Paul, DSI Stella Gibson (Gillian Anderson), and again, 21 years after she made her debut in The X-Files, Anderson's frosty strength as an actor is used to perfection.

The series is unusual in that it is a complex battle of wits between two loners, two formidably strong, driven people. It's not a chase, it's not a whodunnit. We know Paul, we know Stella. But woven into it is the mystery that is Stella – a complex woman of fierce appetites (for sex, for physical pleasure) who seems to keep something dark in her soul, deeply hidden behind a leave-me-alone, chilly exterior.

The first season had just five episodes and its ending dismayed many – Paul simply left the city with his family. He had spoken to Stella on the phone and then vamoosed. What happens in season two begins immediately after that. All we are waiting for, from the beginning, is Paul's return to killing.

The city is Belfast and The Fall is a U.K./Ireland co-production, written by Alan Cubitt (he also directs all six episodes of season two), who wrote some of the Prime Suspect dramas. Belfast is the setting but also a character – it is emphatically not a provincial British city, it is Belfast post-Troubles, the scars of sectarian hate and killing are still healing. No one is quite what they seem in Belfast and that includes Stella and Paul. Both are control freaks, neat freaks and warped mirror images of each other, while at war with each other, too.

The series is constructed with great care, craft and probes deep into the two main characters. At the end of the first season, Paul had told his suspicious wife that he'd had an affair with their teenage babysitter Angelica (Lucy McConnell, who is a scene-stealer) and she believed him. The tricky relationship between Angelica and Paul is part of the stew of dread. The teenage girl, at times coquettish and at times furious, is drawn to the man even as she intuits the rank perversity.

The family went away, and as this season starts his wife and kids return while Paul waits and waits. We the viewers know him intimately, others don't, and watching his ordinariness give way to killing is what gives the series a profound, horror-inducing gravitas.

Stella waits, too. The bosses want the case closed down. There's not enough money. The killing seems to have stopped and Paul's last victim, traumatized in hospital, can't remember anything. Still, Stella broods, waits. We see her strong, lithe body swim alone, lap after lap in a swimming pool, her toughness vivid, her patience clear. We see Paul flirt with a young woman on a train, she making the mistake of showing him her ID, not knowing that something repellent exists below the surface of this pleasant, charming, married father of two. The Fall, unlike many recent British thrillers has the assuredness and calm depth of the best of U.S. cable dramas. It requires patience that is rewarded – you can't take your eyes off Anderson as Stella, with her cold, clipped speech and frightening discipline. And Dornan (he will star in the movie of Fifty Shades of Grey) is astonishing as this force of evil behind a surface of quiet affability. There are scenes that make your hair stand on end, without much happening. And then it does happen, the killing, and you are stunned by it. If you must watch alone, lock all the doors for this journey into horror at its best.

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