od ak ▁Car ousel ▁that ▁revol ves ▁around ▁the ▁" power ▁of ▁nost alg ia ". ▁ ▁During ▁a ▁train ▁ride , ▁Don ▁has ▁a ▁vision ▁of ▁returning ▁home ▁to ▁announ ce ▁he ▁will ▁be ▁joining ▁the ▁family ▁for ▁Thanks g iving . ▁Instead , ▁Don ▁returns ▁home ▁to ▁find ▁the ▁house ▁dark ▁and ▁empty . ▁He ▁s its ▁alone ▁at ▁the ▁bottom ▁of ▁the ▁st air case ▁as ▁the ▁season ▁clos es . ▁ ▁Epis odes ▁ ▁Production ▁ ▁Fil ming ▁ ▁The ▁pilot ▁episode ▁was ▁shot ▁at ▁Silver cup ▁Studios ▁and ▁various ▁locations ▁around ▁New ▁York ▁City ; ▁subsequent ▁episodes ▁have ▁been ▁fil med ▁at ▁Los ▁Angeles ▁Center ▁Studios . ▁It ▁is ▁available ▁in ▁high ▁definition ▁for ▁showing ▁on ▁A MC - HD ▁and ▁on ▁video - on - dem and ▁services ▁available ▁from ▁various ▁cable ▁affili ates . ▁The ▁writers , ▁including ▁We iner , ▁am ass ed ▁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 , ▁cost ume ▁design , ▁and ▁props — histor ically ▁accurate , ▁producing ▁an ▁authentic ▁visual ▁style ▁that ▁gar ner ed ▁critical ▁pra ise . ▁Each ▁episode ▁has ▁a ▁budget ▁of ▁$ 2 – 2 . 5 ▁million , ▁though ▁the ▁pilot ▁episode ' s ▁budget ▁was ▁over ▁$ 3 ▁million . ▁On ▁the ▁scenes ▁featuring ▁sm oking , ▁We iner ▁stated : ▁" Do ing ▁this ▁show ▁without ▁sm oking ▁would ' ve ▁been ▁a