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The three-part series tells the true story of a decades-spanning feud between two 19th century families in Kentucky and West Virginia.
Costner, who also co-produced, stars opposite Bill Paxton, as well as Tom Berenger, Jena Malone, and True Blood's Lindsay Pulsipher.
On its Memorial Day premiere the programme became the most-viewed non-sports programme in basic cable history, with 13.9 million viewers.
According to The Hollywood Reporter, the series conclusion on Wednesday took in 14.3 million viewers, making it the most-watched entertainment programme in cable history.
With Tuesday's 13.1 million viewers, Hatfields & McCoys now holds the top three spots for the highest ratings in entertainment cable history.
Broadcast by the History Channel, Hatfields & McCoys marks the network's first foray into scripted drama.
Hatfields & McCoys comes out on Blu-Ray and DVD on July 31.
Watch a trailer for Hatfields & McCoys below:
