http://blogs.indiewire.com/theplaylist/steven-soderbergh-says-more-the-knick-is-coming-reveals-rough-plan-for-season-3-beyond-20151221
The filmmaker also said that the upside to writing two full seasons in advance would be to weave in dense elements of narrative that could pay off way later down the road. “...the longer the ability to make the tapestry of the narrative threads more complicated is increased exponentially by how much time you've had with the whole thing before you shot it,” he explained. “I like the idea of ‘what if we do write seasons three and four and have both of them written by next fall but don't shoot until spring of 2017.' Then you really are talking about like a 20-hour narrative where every line and every reference has some echo in connection to every other line. It could be amazing. That's what we're definitely thinking.”