It’s a 3-episode Masterpiece Theatre production.
Gillian Anderson was Scully in my favorite show ever: X-Files. She was also the most recent Lady Dedlock in Bleak House.
Since you’re only on S2 of Downton, I won’t spoil it for you. May I suggest, when you’re finished, to try “Call the Midwife”? Despite it’s liberal slant at times and moments of praise for England’s socialized medicine at the time (the 1950’s – we have the benefit of hindsight), it is a very well-made show with deeply moving storylines, based on a real person and her memoirs.