Two elaborate costume dramas will return to television soon, one set in the 1960s and the other in an era that appears medieval but is much more fantastic. Each has a colorful cast of thousands (one almost literally) and a corps of devoted followers. Although both look to the past, one is about the way we were and the other about the ways we have always been.

First up is AMC's "Mad Men," finally back, after nearly a year and a half off the air, for its fifth season. It's difficult to describe the new episode, and not only...