I’m not sure what show the Peggy-Don shippers are watching.

[Sighs.] I know. It’s very funny, people’s speculation sometimes.

I don’t even speculate on Mad Men. I’m convinced that Matt Weiner sits up at night thinking about what other people would do-

-and does the opposite. Yep. That’s exactly right.

If this was the scene you were talking about in that other interview, then you knew about it in advance, right?

Yeah, Matt mentioned the idea to me really early on, which occasionally he will do when he’s excited about something, or even just to pitch the idea and hear someone’s feedback. He’s a writer first and foremost, so he’ll pitch it in a way, and see if it’s as good as he thinks it is. And he told me this one, and my eyes welled up and I said, "Matt, I’ve never asked you to do anything before, but I’m asking you to please do that scene. It’s too perfect."

What stands out from that day of shooting?

I remember it very well, and it was very important to me. That song—you couldn’t pick a better song for Don and Peggy, really! And that is a testament to Matt’s genius, because I never would have thought of that song in a million years. It’s not necessarily something that you associate with 1969. But it actually came out right around the time of the episode. And they played the song for us every single take. Sometimes when you do this kind of thing, you do it in silence and they put the song in later. But they played it every single time. And it was very easy to do when that song was playing!

I’d imagine it was pretty emotional.

It was definitely emotional. It’s a very easy thing, in a way, for Jon and I to do, because we are very old friends and we are very close and comfortable with each other. But there’s been a few times in my life when I’ve actually really welled up in scenes in a way that is not just me acting, in a way that is, "I am having trouble personally, as Lizzie, keeping it together." [Laughs] This, and one scene we recently shot that I can’t really talk about, and then a scene where I left and went to the new agency at the end of Season 5 and said goodbye to Don. And this scene.

So the scene you can’t talk about is the one where Peggy has sex with Don, right?

_[Laughs] _Yeah, and it makes me cry. It’s weird. It’s a very weird, complicated scene.

We’re joking, Internet! So Peggy got a weird reaction for the first couple episodes. Lou was taking stuff away from her, she was lashing out at work and crying in her apartment. What do you make of her state of mind in Season 7?

I think you said it: Whatever you think is going to happen on the show, it’s probably going to be something else. On another show, with another writer, Peggy would already be running an agency and would be in this incredibly powerful position. But on our show, it’s not that fucking easy. And I feel like we left the audience at the end of Season 6 with that image of her behind Don’s desk, and I can’t tell you how many people said to me, "Soooo, Peggy’s going to be moving to Don’s position!" And it’s not a mistake. Obviously, we led them in that direction to think that. But that’s not Mad Men. It’s not going to be that simple. And in reality, it wouldn’t be that easy for her. She wouldn’t go from being copy chief to stepping into Don’s position, as a woman who just turned 30 in 1969. I feel like, in the beginning of this season, she was going through these much more realistic, complicated struggles. And you have to have somewhere to go. What would we do if Peggy just came back and it was like, "Everything’s great! She’s the head of the agency and she’s super powerful and happy!" Then what would you do for the next fourteen episodes? [Laughs]