In Penny Dreadful's bone-chilling season 2 finale ... because he's brought back legendary actress Patti LuPone (who played the Cut Wife in Season 2) to play the tough-as-nails doctor.

In this exclusive episode, Patti and Alan chat about a plethora ... "30 Rock," "Glee," "American Horror Story," "Girls," "Penny Dreadful," and of course, "Life Goes On." She's a voiceover artist ...