Mad Men is known for building up a crescendo of drama in time for its season finale, and this season is no exception. With the second to last episode ("Commissions and Fees") seeing the demise of Lane Pryce, creator Matthew Weiner has proven that no territory is too sensitive and no character is ever truly safe. Even Peggy Olson (Elisabeth Moss), one of the show's most central characters, was not immune to less face time. In the eleventh episode ("The Other Woman"), Peggy finds herself at her emotional and creative threshold in terms of working for Sterling Cooper Draper Pryce, resulting in a meeting with Freddy Rumsen (Joel Murray) in which Peggy asks if he can keep his ear to the ground for any opportunities at another agency. Far quicker than she expected, Peggy receives an offer from Don's longtime rival Ted Chaough (Kevin Rahm) and opts to take it.
With Peggy out of the picture, more responsibility is left to Ben Feldman (series newcomer Michael Ginsberg), who already seems to lack the distinct knack for understanding feminine products (no, not tampons) that came naturally to Peggy. In the meantime, Joan receives a $175,000 dollar death benefit for Lane and seems to be the only partner at the firm still struggling to comprehend his suicide, prompting Don (still racked with a guilty conscience over his part in the matter) to tell her to cut a check to his wife for the amount he put in as collateral when they started the new agency.
Once again, the emphasis on the plot of Betty Draper (January Jones) is diminished in favor of Don's new wife, Megan (Jessica Paré), whose obsession with achieving success as an actress forces Don to see her in a new light. As Megan's mother puts it, "This is what happens when you have the artistic temperament but you are not an artist." Unaccustomed to Megan being anything other than plucky, Don starts to see her in the same way he saw Betty at the beginning of the series: As a desperate woman clinging to something she should not.
Using Don's toothache as a metaphor for a pain he keeps assuming will just go away, it is clear that he is dealing with the loss of his illusions that things could change for him if he was in a different marriage. The source of that symbolic pain, however, is multi-faceted, stemming not just from Megan, but from a buildup of compunction (over both Lane and his brother, Adam, who also committed suicided in the first season).
As per usual, the song selection to conclude the episode as Don sits at a bar drinking an old-fashioned is uncannily spot-on. As Nancy Sinatra croons, "You only live twice, or so it seems/One life for yourself and one for your dreams," a young woman approaches him and asks for a light. After taking a drag she finds the courage to say, "My friend over there is dying to know: Are you alone?" I think it might be safe to assume that Don will be very much alone in the sixth season of a show that never fails to illuminate the complexities of human neuroses.