Right at the centre of HBO drama The Leftovers is a dark mystery: what caused the Sudden Departure, an event which saw two percent of the world's population disappear into thin air? A bold and tantalising gambit, yes - but especially so after series creator Damon Lindelof admitted that viewers would never actually find out what caused it. 

True, as the celebrated co-creator of Lost and its infernal conclusion, he might learning from past mistakes. He might be covering his back. He might also be lying. But none of that matters - because he's writing the best damn show on TV.

Let's take it back to season one. It opened with a global tragedy - wedged rather firmly in the supernatural realm - and then jumped forward three years to place the microscope on the ensuing human sorrow. It was a statement that surmised what this show was all about: what happens when something extraordinary happens to ordinary people.

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Shunning an explanation not only snatched any expectation away from an answer-hungry audience, but unusually provided a concept-heavy series with room to breathe. The first series was told through the viewpoint of residents in Mapleton, New York, including police chief Kevin Garvey (Justin Theroux), local reverend Matt Jamison (Christopher Eccleston) and leader of cult the Guilty Remnant, Patti Levin (Ann Dowd).

The Leftovers isn't an ensemble in the sense that all the characters show up in every episode - by selectively choosing when we see them, their very presence becomes a plot point. It harks back to the early days of Lost, when discovering whose flashback episode was next could incite huge levels of excitement.

Even Theroux has gone whole episodes without appearing; when your show is confident enough to demote the 'main character' to supporting player, you know you're onto a winner. Characters who might have otherwise drowned in the mystery were thenceforth thrust to the surface and, consequently, the first season became the most sobering series about grief that television has ever produced.

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Season two - which wrapped last night in the US - has been even better. No longer based on source material (the first spanned the entirety of author and co-creator Tom Perotta's novel of the same name), Lindelof - influenced by The Wire - had free reign to reinvent his show.

How he's shaped it into something this assured, we'll never know. The decision to cull half the cast and relocate characters to a town in Jarden, Texas renamed Miracle (due to the intriguing fact that nobody there 'departed') saw him tantalisingly expand the universe.

Each episode is unmissable - a meticulous masterclass in continuity. Presenting an overarching question mark surrounding the disappearance of three girls in Miracle, it's been refreshing to watch a show this polished unfold. This is a series quite obviously under the tutelage of one of the most scrupulous showrunners around.

Every scene - scrap that - every second counts and you watch with the distinct feeling the answers are in front of you the entire time - a feeling complemented by Max Richter's minimalist score.

That the shocks still have the impact that they do is testament to the mastery of all involved. Take, for instance, the shock death of a main character - who then enters a purgatory-like world where they are forced to literally confront their demons before being resurrected. That was merely episode eight - and one that could vie for television's bravest.

As a consequence, The Leftovers is a talking point series without ever really trying to be. And the kind of show where you can open the season with a ten-minute prehistoric sequence featuring an earthquake and a pregnant cavewoman.

It helps that the cast have been up to the task. It'd be unfair not to single out Carrie Coon (Kevin's girlfriend Nora Durst) and Regina King (new neighbour Erika Murphy). Their emotional rock-throwing face-off in episode six (claustrophobically shot by Compliance director Craig Zobel) was a highlight of this season. Expect plaudits aplenty.

Sadly, the real mystery of The Leftovers is why barely anyone's tuning in. Season two's critical turnaround has been staggering, and yet viewers have declined - from season one's average of 1.6m to this year's 0.7m. And cruelly leaving it on the cusp of cancellation.

Lindelof is a man who needs ten episodes to intricately tell his story - not a two-hour film (ahem, Prometheus) - and in this provoking drama he has found his calling. In his own words, he revealed his intentions were simple: "To try to do something different, unexpected and, above all, emotional." Boy, is he succeeding.

In the words of season two's opening credits song, HBO - please let The Leftovers be.