Marg Helgenberger steps back into the shoes of Catherine Willows on , and only ET was on location in Las Vegas, Nevada, while they filmed Thursday's season 2 premiere to welcome the veteran actress back to the franchise — and find out just how she fits into the new normal.«Marg Helgenberger is a legend and Catherine Willows is a character that I could not wait to write,» showrunner and executive producer Jason Tracey told ET's Will Marfuggi in June. «That voice is indelible.