'Downton Abbey' star Michelle Dockery had a 'bit of a cry' at end of filming

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When "Masterpiece's Downton Abbey" returns for its sixth and final season, the Crawley family and their downstairs staff will find themselves immersed in a sex scandal, blackmail, a health crisis, a kidnapping and, on the happier side, a wedding.

The central character, of course, is Lady Mary Crawley (Michelle Dockery), who begins Season 6 in business mode. Since her brother-in-law Tom Branson (Allen Leech) moved to Boston, Mary has become the estate manager.

With great houses all around Downton being sold or shuttered, Mary is very aware that she needs to carefully look to Downtown's future in order to ensure that her son George, who is the heir to the estate, will find his legacy intact when he comes of age.

But life is about more than work, and while Lady Mary isn't looking for love, her romantic entanglements are of great import to viewers, who were devastated when her husband Matthew Crawley (Dan Stevens) died in a car crash in the Season 4 finale. Since, then, Lady Mary has been having a hard time finding a man who comes up to Matthew's standards.

"It's hard to replace him, which is why I think that it was great that with Anthony Gillingham [Tom Cullen] and Charles Blake [Julian Ovenden] in Season 5, there was an in-between period, where it was a bit too early for her to move on … and she still might not," Dockery teases.

The man of the hour this season is Henry Talbot [Matthew Goode], who was introduced in last season's finale. He's a gentleman, but not one with great prospects. Plus, he's a racecar driver, which doesn't sit well with Lady Mary.

"It's complicated, as it always is," Dockery says. "It's never plain sailing in her love life. You'll have to just see what happens. Her journey in this season, it was very unexpected. She goes through a whole other ordeal. Just when I thought it was coming to an end, wrapping up for Mary, [creator/writer] Julian [Fellowes] threw a cat among the pigeons. So there is a really great storyline arc, which I can't  really give too much away. But it's something I wasn't expecting and it's really clever what he does."

One of the things that Dockery will miss now that the series has wrapped is her scenes with Maggie Smith, who plays Violet Crawley, the Dowager Countess of Grantham. The two have a beauty of a scene in this final season, in which her grandmother comes to help her with a life crisis.

"The one-to-one scenes are rare and they're often gawkers," Dockery says. "They're great. The writing is always wonderful and it's always something's gone down if I'm having a private chat with Violet."

One big surprise that Dockery revealed is her friendship with Laura Carmichael, who plays her sister Edith.

"I feel like I share the most  memories with her, because we're so close," Dockery says. "She was 22 and I was 27 when we  started. We partly grew up on the show, [but we also have] memories outside. We did a press tour in New York on my 30th birthday. Laura wasn't on the tour but she surprised me on my birthday [flying in]."

Dockery, who says she had a feeling from the very first read through that "Downton Abbey" was going to be very special, said on the final day of shooting at Highclere Castle, which doubles for Downton Abbey, she didn't want to leave.

"Laura and I wandered around for the last time, and suddenly we didn't want to go home," she recalls. "We went and sat on Matthew's bench and had a bit of a cry."

"Masterpiece's Downton Abbey" returns for its final season on Sunday, January 3 on PBS.