Why Cheyenne From Big Sky Looks So Familiar Why Cheyenne From Big Sky Looks So Familiar Darko Sikman/ABC By K. Thomas/May 12, 2021 11:25 am EDT Created by David E. Kelley and based on the novel "The Highway" by C.J. Box, ABC's new show "Big Sky" is a thrilling crime drama starring Katheryn Winnick ("Vikings") as Jenny, a former cop, and Kylie Bunbury ("Pitch") as Cassie, a private detective. The show begins as the two women team up to search for two missing sisters (played by Natalie Alyn Lind and Jade Pettyjohn), only to discover they're not the first women to have gone missing in a remote area of Montana. From there, the show has spiraled into a sprawling crime drama where nobody is safe.