Hint: It involves Horse.
Warning: This article contains spoilers forRussian Dollseason 2.
According to Lyonne, his backstory is hinted at, but never fully realized in season 2.

Horse (Brendan Sexton III) and Nadia (Natasha Lyonne) in ‘Russian Doll’ season 1.Netflix
The creation of the character himself is also an interesting story.
They’d make plans that never panned out, and she hasn’t seen him in over a decade.
All episodes are now streaming on Netflix.
Read our fullcover story featuring Lyonne and Charlie Barnett discussingRussian Dollseason 2 here.