Guest Stars Sherilyn Fenn as Audrey Horne Miguel Ferrer as FBI Agent Albert Rosenfield Al Strobel as Phillip Michael Gerard David Patrick Kelly as Jerry Horne David Lynch as FBI Regional Bureau Chief Gordon Cole Chrysta Bell as FBI Agent Tammy Preston Naomi Watts as Janey-E Jones Laura Dern as Diane Evans Pierce Gagnon as Sonny Jim Jones Don Murray as Bushnell Mullins Robert Knepper as Rodney Mitchum Jennifer Jason Leigh as Chantal Hutchens Jim Belushi as Bradley Mitchum Eamon Farren as Richard Horne Amy Shiels as Candie Giselle Damier as Sandie Andrea Leal as Mandie Tim Roth as Gary "Hutch" Hutchens J.R. Starr as MC Jay R. Ferguson as Special Agent Randall Headley Clark Middleton as Charlie Josh Fadem as Phil Bisby Owain Rhys Davies as Agent Wilson Jonathan Coyne as Polish Accountant Bellina Logan as Female Doctor Richard Bucher as Man Hit with Bottle Eddie Vedder as Himself (Edward Louis Severson III) Scott Cameron as Throwing Man Credit Only Sheryl Lee as Laura Palmer