The pilot of "Mad Men", in large part, is about establishing the fact that the show takes place in a different time. The first thing to appear on-screen after the title sequence is a card explaining the name of the show—a term advertising executives in the late 1950s coined to refer to themselves. And the first thing we hear, before even getting an initial glimpse of the back of Don Draper’s head or a note of Jon Hamm’s husky voice, is Don Cherry’s "Band of Gold"—a pop standard recorded in 1955 about possession, purpose, and wedding rings as the sole signifier of personal happiness.

"I've never wanted wealth untold

My life has one design

A simple little band of gold

To prove that you are mine"

This song, along with the others in "Smoke Gets in Your Eyes", work to establish the world that the characters of the original Sterling Cooper Advertising Agency inhabit. The songs help create the initial dramatic irony of the series: as enticing as the privileged, booze-soaked world of Madison Avenue can be (and was for many viewers), we know that it will come crashing down as the decade progresses—the first of many, many fallow juxtapositions created by the show’s soundtrack.

-=-=-=-Background music is often one of the most important sources of ironic contrast for visual media—something that the characters don’t (necessarily) experience, an opportunity for the artist to comment explicitly upon the action without having to add narration, clunky dialogue, or writing a critical interpretation of their own work. (All things that "Mad Men" showrunner Matthew Weiner has, basically, done—appreciate the relative lack of bluntness here.) They allow for a huge range of opportunities—for the series to leave episodes on big, bold notes, and for it to place characters in conjunction with something they don’t quite understand. And the musical choices that eventually became so prominent seem especially powerful when contrasted with what the characters themselves choose to sing and perform.

"Mad Men" is very much a show about performance, the characters’ who are often performing particular ideas of their roles or selves that have been dictated by the culture of the eras within the show. During the first few seasons of the show, "Mad Men"’s characters use their musical performances as a tool of presentation—creating their images through an approximation of art. And, unsurprisingly, when the characters themselves perform, it’s always old songs that are indicative of how behind the times they are.

Season three’s "My Old Kentucky Home" takes its name from Roger’s infamous blackface performance at an Old South-themed party, perhaps the most baldly out-of-touch, horrifying moment of naked privilege on a show full of them. This moment serves a striking number of purposes—it cuts Roger down from a place of authority almost completely. It gives Don an opportunity to demonstrate a certain level of poise and gain some viewer sympathy in his repulsion. Most importantly, it’s at once a gaping wound of bad taste and creates a friction that generates uncomfortable laughter and, therefore, the sense of simultaneous moral superiority and trans-historic, American horror that "Mad Men" trades in.