Christina Applegate, James Marsden Film New Season of 'Dead to Me'

Christina Applegate is already hard at work filming her new show but even more interesting is her BFF's seemingly dead ex-fiance, James Marsden, is back in the picture, which begs the question ... what's the deal?!

Christina and James were spotted Tuesday in Hermosa Beach, CA filming season 2 of the Netflix hit series, "Dead to Me" ... which ended with a HUGE cliffhanger after Christina's character, Jen Harding, shoots and apparently kills James' character, Steve Wood. His body was found floating in her pool with a fog of blood around him. Oh yeah ... spoiler alert.

Well ... James' character appears to be back for season 2 but it's unclear if his scene's just a flashback or if he, somehow, miraculously survived his season finale fate.

Either way ... looks like season 2 -- which has gotten the green light but no launch date's been set -- will be one helluva plot twist. Its series creator, Liz Feldman, has already hinted that the end of season one "is not exactly what you think."