Anderson appeared in "American Gods" (1x05 "Lemon Scented You") manifesting herself as two famous pop-culture icons - David Bowie and Marylin Monroe. From the other hand, Duchovny appeared as the Federal Bureau of Investigation Chief of Staff Denise Bryson in "Twin Peaks" (3x04).
Also, don't miss Gillian's "American Gods" related interviews:
- Entertainment Weekly
- Hollywood Reporter