The first time Peggy Olson, a pivotal character in “Mad Men,” appears in the 2007 series premiere, she is stepping into an elevator. It’s the young secretary’s first day at the advertising agency that also employs the three men lined up behind her, smirking. They eye Peggy as one leans over her shoulder and says to the elevator operator, “Can you take the long way up? I am really enjoying the view here.”

The scene is a microcosm of the social hierarchy of New York in 1960, from Peggy’s blank reaction to their leering, to...