That's the biggest audience ever for the 9 p.m. cable drama and 50% higher than the 2.3 million who watched the show's premiere.
The show's big closer faced heavy competition on cable and broadcast networks, including the premieres of ABC's "Resurrection" and Fox's "Cosmos," along with an episode of the AMC hit "Walking Dead."
McConaughey and Harrelson played investigators hunting for a Louisiana serial killer.
A total of 11 million people have watched the series to date, which marks the highest gross viewership for a first-season HBO series since "Six Feet Under" hooked 11.4 million in 2001.
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