Loads. This show greatly benefits from a close viewing.
The best might be the scenes of Don's father and his relationship and how Don seems stuck following the same path, until Don finally breaks free.
Lane Pryce is the only one with a Mets Pennant. It's 64, the Mets are new, and the rest of them have long lasting loyalties, but both the Giants and Dodgers just left meaning the rest of the office either is Yankee fans or heart broken.
There is a scene somewhere in the series (this troper unfortunately forgot the exact episode) where we see Don Draper read "The Great Gatsby", by F. Scott Fitzgerald. That's when the sheer amount of similarities between the book's protagonist Jay Gatsby and Don Draper dawned upon me, and I realized that Gatsby was probably an inspiration in the creation of the Don Draper character (SPOILERS ahead):
They are both a typical embodiment of The American Dream, both coming from very poor families and, by themselves, climbing their way up the social ladder.
They both got to where they are by shady means, Jay by bootlegging and Don by manipulating Roger Sterling to get his career defining job.
They both carry around a personality that isn't their own; Jay Gatsby is really Johnny Gatz and Don Draper is really Dick Whitman (although Jay Gatsby hasn't explicitly committed identity theft, as Don has).
To a certain extent, the reason for their false personalities could be that they literally needed "a new name", to even get remotely accepted in the upper social classes, in spite of their piss poor heritage.
And, by god, this troper had another realization. The "F" in Donald F. Draper and F. Scott Fitzgerald both stand for, guess what, Francis. You might scold me for WMG'ing here, but it's just too good of a coincidence for me!
Bertram Cooper is at several occasions seen recommending Ayn Rand's book "Atlas Shrugged". Later in the series this troper realized that he is the embodiment of Ayn Rand's objectivist ethical philosophy - he is the ultimate ethical egoist / rationally selfish man. This means all his actions are, in one way or another, directed by a pragmatic attitude of what he thinks best for himself, not some predefined idealism of what is "right". How can we see this? When he first finds out the truth about Don's identity and desertion, he doesn't give a shit, because Don is a giant resource for the company, and by extension, himself. When he later needs Don to sign a contract, and is close to losing the giant resource that Don is (which would hurt himself and his wealth), he has absolutely no qualms blackmailing him with said knowledge, forcing him to sign the contract, and thus, securing his resource. Berty doesn't care if desertion or blackmail is somehow "wrong" and "unethical". If it can help him and his situation, he's OK with it.
It should be noted, though, that Bertram Cooper (and, to a lesser extent, Roger Sterling) is actually a subversion of the Randian risk taking, hard working, badass businessman: he thinks of himself as being a capitalist hero when it is obvious to the audience that he does nothing all day but read philosophy in his office and lets Don and co do all the heavy lifting.
Bert Cooper, after learning the truth about Don: There is more profit in forgetting this right now.
In episode one of season two, Don sends a copy of Meditations in an Emergency to an unknown person, with a note saying "Made me think of you. — D." Several episodes later we find out that it went to Anna, the widow of the real Don Draper. I didn't realized he'd signed it just "D" until I rewatched 2x01, but of course he did that because to her he's Dick or replacement-Don, not Don.
Also, it gives him some cover. For Anna, he's signing it as Dick, if anyone else finds it, he can claim he's signing it as Don.
The Chevrolet Vega. Gorgeous, American-muscle-meets-Italian-carrozeria styling over cutting-edge technology developed at record-breaking expense by the largest engineering organization in the world. And then the engine starts to burn oil at 12,000 miles, warps its' head not long after, and then it fails state inspection on rust at a year old. The perfect metaphor for the decade they're about to enter.
Overlaps with the Artistic License used throughout the whole series to credit Real Life ad campaigns to Sterling Cooper and its' sucessors. The Vega launch ads were created by Campbell-Ewald, as mentioned in story Chevy's ad agency since the dinosaur age, but they looked like they could've been done by a completely different team than the rest of the model year 1971 Chevy ads. See what the showroom brochures looked like.
A major part of Peggy's season 2 storyline was her coming to terms with her surprise pregnancy and the birth of her child at the end of season 1. At first it seems like just incredibly powerful denial on her part. Fast forward to Season 3's The Fog which shows what it was like for a woman to give birth in the mid-sixties, specifically twilight sleep. It was horrifying for Betty to be drugged into an amnesiac state while giving birth, but at least she had been there before. Now imagine Peggy, who had no idea what to expect and DIDN'T REALIZE SHE WAS PREGNANT, to suddenly be put in that state....
When Peggy arrives, it's suggested she is in active labor and it's possible she DIDN'T have Twilight sleep because it would have been too late. Not all women gave birth this way either.
The entirety of Lane's suicide. Rewatch the scene where Roger, Don, and Pete break into his office to cut him down, and weird little details emerge.
Lane staged the office so that his body would block the door. Joan would be the most likely person to try to key into his office to leave the books on his desk, and she was (mercifully) spared the visceral horror of his corpse suspended over, say, his desk. Technically he could have tied the rope anywhere in the room; the structural cross-beams in a building run throughout a room with acoustic tiles like that. It also happened to be the hardest thing for Don to have to deal with, physically and emotionally.
In an interview, costume designer Janie Bryant said that the rope he eventually used was the sash from his robe, the gray one he wore at home in "Signal 30". He obviously bought the supplies to rig the Jaguar, but had to improvise his noose. It's more visible just as Pete has the scissors, but it's clearly a shiny silken cord, and not a nylon rope from the hardware store. Lane, who even failed at having a nice, quiet death the way he wanted, had to come up with a plan B in the few hours before the Monday morning workday started. And hangings can often take a long time, with the victim suffering anywhere from 4 to 15 minutes before death finally sets in. Shudder.
The body doesn't look so good (obviously) in the closeup when Roger and Don go to catch him—it's mostly the weird way his hair is done; it looks very uncharacteristically and unattractively plastered to his scalp in the closeup. It makes sense that he would have sweat it out while choking to death, but this troper realized that Lane was so set on killing himself that weekend that he saw no reason to bathe or wash his hair for three days, and that's why it was so greasy and flat.
Lane's glasses were on the desk blotter across the room from the noose. Imagine how excruciatingly that had to have played out. He would have had to set them down, walk through a dark room (all the lamps were off when they broke in), climb onto the fairly tall table, tie the noose around his neck, and do this final deed, all while he was basically blind.