Peggy McCay Discusses Upcoming Cold Case Role as Circus Knife Thrower Luke Kerr February 18, 2010 CBS, Cold Case, Days of Our Lives, Drama 1 Comment Sunday, Feb. 21 Days of Our Lives star Peggy McCay appears on the CBS crime series Cold Case as a knife throwing circus performer. In an interview with We Love Soaps' Damon Jacobs she discusses the role. We Love Soaps: It is so wonderful to speak with you again. Let’s talk first about your appearance on the CBS show COLD CASE, on Sunday, February 21st. Peggy McCay: I was so delighted because she’s such a colorful character, and such a change of pace from Caroline Brady. The people were absolutely great to work with, they were so friendly and open. The character was quite unique. She is "Zelda, Queen Of The Night," a circus performer. She has a bad temper and said that accounted for three our of her four divorces. She’s a knife thrower in the circus, and obviously she came too close when she threw the knife at her husbands. This episode is titled, “Metamorphosis,” based on the act of a butterfly, and an accident which is found out to be a murder. I am one of the performers in the circus at the time this happened. COLD CASE as you know goes back to the incident, and then comes forward 40 years or so the solving of the case. She is quite funny. The first thing she says to the cop is, “Geez, if I knew you were this handsome I would have sprinted all the way from Atlantic City.” She’s pretty outspoken.