Donnie Wahlberg’s ‘Boston’s Finest’ Picked Up For Season 2 on TNT Just in case you were wondering bout Boston’s Finest..Here’s the low down folks.. I love this show and this show by the way gives you a gripping look into Boston’s Police Department..they return in 2014 for another season. Donnie Wahlberg's 'Boston's Finest' Picked Up For Season 2 on TNT.