Don the option to either fire Pete or keep a close eye on him, as "one never knows how loyalty is born." Peggy seeks medical care for severe stomach pain. The doctor quickly realizes Peggy's weight gain is a result of a pregnancy; she was impregnated by Pete Campbell. After the child is delivered, the nurse encourages Peggy to hold the baby, but Peggy refuses. The season ends just before Thanksgiving 1960, as Betty and Don bicker over Don's lack of interest in attending Thanksgiving dinner with Betty's family. Don cites his workload as his reason to stay home. Soon afterwards, Betty discovers Don was receiving calls from her psychiatrist, who was reporting on her sessions to Don. Don also learns that his brother Adam has hanged himself. Don subsequently makes a new campaign presentation for the Kodak Carousel that revolves around the "power of nostalgia". During a train ride, Don has a vision of returning home to announce he will be joining the family for Thanksgiving. Instead, Don returns home to find the house dark and empty. He sits alone at the bottom of the staircase as the season closes. Episodes Production Filming The pilot episode was shot at Silvercup Studios and various locations around New York City; subsequent episodes have been filmed at Los Angeles Center Studios. It is available in high definition for showing on AMC-HD and on video-on-demand services available from various cable affiliates. The writers, including Weiner, amassed volumes of research on the period in which Mad Men takes place so as to make most aspects of the series—including detailed set designs, costume design, and props—historically accurate, producing an authentic visual style that garnered critical praise. Each episode has a budget of $2–2.5 million, though the pilot episode's budget was over $3 million. On the scenes featuring smoking, Weiner stated: "Doing this show without smoking would've been a joke. It would've been sanitary and it would've been phony." Since the actors cannot, by California law, smoke tobacco cigarettes in their workplace, they instead smoke herbal cigarettes. Crew In addition to having created the series, Matthew Weiner is the showrunner, head writer, and an executive producer; he contributes to each episode—writing or co-writing the scripts, casting various roles, and approving costume and set designs. He is notorious for being selective about all aspects of the series, and promotes a high level of secrecy around production details.