On the show's promotional trail in Los Angeles, McConaughey and Harrelson sit side by side for their interviews.
In good spirits, the actors are basking in the positive reviews they've read that morning which single out the pair's performances.
Says McConaughey: "This was a part I said, 'boy, this is going to be challenging'. Everything that came out of his mouth I was thinking about after the first time I read it.
"Sometimes a character will get its fangs into you like that and you start seeing the world through their perspective."
The series of eight hour-long episodes is written and created by award-winning novelist Nic Pizzolatto (Between Here and the Yellow Sea and Galveston), and directed with atmospheric style by Cary Fukunaga (Jane Eyre).
Harrelson got his start in television in the hit sitcom Cheers from 1985 to 1993 and though it's been many years, he isn't unfamiliar with working on the small screen.
"TV is not the same thing that it used to be. There's a lot of good stuff out there and it's good that people are more open-minded about it these days."
Harrelson shoots his buddy a look and breaks into laughter. "But it's not TV; it's HBO ... "
"Woody gets $20,000 every time he says that," quips McConaughey.
As detectives and partners, the pair endure and enjoy a combative relationship. Cohle is a mysterious loner; he is a tortured soul who speaks in metaphysical terms, and Hart, a husband and father, employs a more down-to-earth philosophy to both his work and personal life.
McConaughey: "It was fun working within the dynamic that was in the script because they don't always see eye-to-eye and Woody and I really pissed each other off a few times, which was apropos for the work. Our characters were on very different frequencies."
The greatest challenge for the actors remained the constant leap back and forth in time, which required regular re-assessment of their characters' attitudes, circumstances and physical appearance.
McConaughey: "You had to try and map it out so you had an idea of where you are, where you came from, and where you are going in any part of the story, just so you don't have to play grab ass figuring it out while you're walking to set."
Harrelson: "Matthew had a big graph in his trailer that had the storyline up there chronologically. So all I had to do was just walk in there, look at it, and go, 'okay, this is where we are now. Let's go!"'
McConaughey: "For me, the fun part was the prosthetics, the hair, the weight, the make-up, the walk, as well as the tone and even the speech pattern.
"In 2012, Cohle speaks much less robotically than he does in 1995.
"Those things are just fun choices that you make as an actor and you hope they pan out."
The production was based in the southern state of Louisiana.
"There's just a lot of great stories and great humour that comes out of the South. And New Orleans is a real character in this series; we expose it and have our fun with it, but we also have our seriousness with it.
"Time runs at a different pace in that part of America," says McConaughey.
The actors worked a gruelling schedule for the show.
Harrelson says, "We did crazy hours, a 16-hour day was a normal day and that's not easy when it goes for six months. But both our families came with us and that helped so we had something to go home to, but it was an enduring pace."
McConaughey, whose performances of late in indie hits such as Dallas Buyers Club, Mud, and Killer Joe, has raised his acting stock considerably since his days of How To Lose A Guy in 10 Days, Failure to Launch or Ghosts of Girlfriends Past.
"There's not a true answer to fit the narrative of a 'then' and 'now' scenario but it's an evolution in my career, as I have evolved in my own life," he says. A family man, he's enjoying raising his three children with his wife, Brazilian model Camila Alves.
"The more secure a man is at home, the higher and wider they can fly outside of it."
Although McConaughey's Cohle is a compelling character he's not universally likeable.
"I don't care if anyone sympathises with him or likes him; it's not my job to make you sympathise with me.
"It was the same thing with the character in Dallas Buyers Club; I wanted him to be someone you empathise with, meaning you understand who this human is, but I don't care if you like him, that's not our job as actors."
Whether or not the series will continue remains to be seen, however, with such beloved morally ambiguous characters put to rest such as Breaking Bad's Walter White, as well as Homeland's Nicholas Brody, Rust Cohle might just fill the void.
Who: Matthew McConaughey and Woody Harrelson
Where: SoHo, Sky TV
When: Premieres Tuesday, January 14, 8.30pm
- TimeOut