Counseling has helped her fear of crowds -- on this night, we hardly noticed. But then again, this was a hometown crowd. She and Danson recently invested in a restaurant in Little Rock called South on Main, celebrating both Southern food and Southern literature.
"We were going to have nothing much to do with it," said Danson, "and then, here were are, co-owners. But that's the whirlwind of creativity that is Mary."
It's run by Steenburgen's niece, Amy, and her husband, Mat Bell. It was in this very space some three decades ago where Steenburgen struck up a friendship that endures to this day -- Bill and Hillary Clinton.
Through thick and thin, she's been by their side ever since.
"Did it ever get complicated, ending up being best friends with the President and First Lady?" asked Cowan.
"Of course! It's still complicated," she replied. "It's complicated because they're people I've walked through life with that I love, and so it was hard for me, from the get-go, to hear anybody be mean about them."
Their signatures are inscribed on the wall of her guest house in Martha's Vineyard, and they were among the first to learn of a new chapter in Steenburgen's life that she's only recently opened up about.
"I had a minor surgery on my arm, but it was enough that I went under general anesthetic, and the music started right after that," she said.
That's right: Music. Whether it was the anesthesia or not, she's not sure, but suddenly for the first time in her life, music was inexplicably everywhere.
"At one point I kind of looked in the mirror and said, you know, you're a mom, you're a wife, people count on you, you can't go off the deep end into this kind of crazy, musical swirl."
She began writing everything down, and with a little help from musicians in Nashville, her lyrics came to life. She's now written or co-written more than 40 songs -- and Universal Music recently signed her as a songwriter.
And yes, her instrument of choice is the accordion.
"So why the accordion? I'm not judging, I'm just asking why the accordion," said Cowan.
"Oh, you are, You're a hater, I can tell! I will tell you this, I'm obsessed by it. I love it beyond belief. There's something about it that just appeals to me, I don't know why."
Danson bought her her first accordion on Valentine's Day -- even though his wife's newfound obsession with music, he admits, freaked him out. "At first it was scary and threatening to our relationship. Is she humming to herself, or is she pissed off? I can't tell!" he laughed.
But what he could tell, more than anyone, is the difference it made in her life.
"When you write, you go to heaven, you really go to some other place that is really almost divine," he said.
The veteran actress -- and the newbie songwriter -- blend in her new film, singing a song that is all hers. A surprise twist, perhaps, in a life that has rarely followed a script.
And to Mary Steenburgen, that's pretty sweet.
"Hey, it's a miracle to have a career in Hollywood. But it doesn't begin to sum me up."
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To watch a trailer from "Last Vegas," click on the video player below.