Yes. Harrelson and McConaughey are not coming back. From what I read, the idea is to make is a mini series every season with different perspectives.
Originally Posted by discerning_guy
That is correct. There have been a number of interviews with the show's creator and in some of them he mentions this. It's an interesting idea, almost like 'American Horror Story' where they keep changing locations and characters every season (though in some cases, actors stay on but they play different roles). Some of the ideas laid out sounded very interesting.
Back to the casting aspect, I think it just adds to the dichotomy of the two characters, and how they seem to want what the other has. In some ways, they're like two sides of the same coin.
Spoilers ahead for anyone who hasn't seen Ep. 3:
For instance, in Ep. 3 you see Hart (Harrelson) get upset with Cohle (McConaughey) for mowing his lawn and sitting in with his family. It's one of many things in the episode that remind Hart he's an absent husband and father, and he's always making up excuses about why that is (that scene with the basketball game and his daughter just really made me shake my head -- his character just gets more and more pathetic every episode in my eyes). However, here is this outsider, Cohle, who knows who he is, what he wants and simply lives life on his own terms, answering to no one. Hart desperately wants that, but he can't have it; he has too many responsibilities and an image to uphold. Even in the present day interview he still preaches "family" and "commitment", he can't seem to take off his mask even after he's lost his wife (missing wedding band).
Then there's Cohle. He tries to appear aloof and uncaring, dismissing his daughter's death as an act of mercy (anyone catch the bit where a drunken Hart ran over the pink bicycle at his mistresses place? Kinda creepy), yet here he is loitering at another man's home, spending time with the wife and kids while Hart is away. Cohle has his life and his mind in such a twisted state that a relationship of that type is just not in the cards anymore (note the date he went on later in the episode and how he handled the phone conversation with Maggie when she prodded him to make a move on her friend; he asked to be setup with someone, but rejects the offer when it is offered to him on a plate). Even if he denies it with his words, his actions show that he still wants a family. He wants what Hart has, but his mental state and world view won't allow him to have it any longer. It's like peeking behind the curtain of the Great Wizard of Oz; once you've done so, your view of the world can never go back to what it was.
There are a lot of other examples of this in the show if you look for them, there are a lot of layers to the characters. I like that it isn't just Yet Another Police Procedural; frankly, I don't care who the real killer is at the end of the ride, I'm enjoying the journey.