Mad Men delivers these an average of once every season...and they tend to be huge, with multiple storylines changing at once.
"Nixon v. Kennedy" (Season 1, Episode 12; November 1960), which is when the audience learns the truth about Don's past.
"Meditations in an Emergency" (Season 2, Episode 13; October 1962): Peggy reveals to Pete that she had his child and gave it up, ultimately severing a possible relationship between the two. Betty reveals she's pregnant to Don, signaling that they're going to stay together after several episodes of estrangement.
"The Gypsy and the Hobo" (Season 3, Episode 11; October 1963), Betty finds out about Don's past.
"Shut the Door. Have a Seat" (Season 3, Episode 13, the finale; December 1963) when Don, Roger, Bert, and Lane conspire to leave and start their own agency after hearing that Sterling Cooper and Putnam, Powell, & Lowe was bought out by McCann Erickson (a real company, in case you're wondering). They take along Pete, Peggy, and Harry: three of the strongest employees at Sterling Cooper. They also recruit Joan, who directed the entire disemboweling of the offices. The home front also features a helping of wham as the Draper marriage ends.
"Hands and Knees" (Season 4, Episode 10; August 1965): Where does one start? Joan finds out she's pregnant with Roger's child. Lucky Strike fires SCDP, costing them over half their business, and Roger has to beg for thirty days to try and salvage what he can. Lane is dating a black girl who works at the Playboy Club and his father beats him with his cane when he finds out. Don is investigated by the FBI due to a potential account with the DOD, Betty lies to the government for him, and he convinces Pete to stop the account before his Martin Guerre past is revealed. Pete takes the fall with the partners, getting royally chewed out for "losing" a 4 million dollar account. And Don has an anxiety attack and tells Faye the truth about himself.
"Tomorrowland" (Season 4, Episode 13: October 1965): Don spontaneously proposes marriage to Megan.
Two in a row during Season 5. January-February 1967 were intense.
"The Other Woman" (Season 5, Episode 11), where Joan becomes a partner after engaging in prostitution for the agency, SCDP lands their first car account in Jaguar, and Peggy quits SCDP for Cutler, Gleason, and Chaough.
"Commissions and Fees" (Season 5, Episode 12) Lane Pryce kills himself, becoming the first major character to be killed off. Also, Sally gets her period while on a "date" of sorts with Glenn.
"For Immediate Release" (Season 6, Episode 6; June 1968) SCDP loses Jaguar after Don pisses off Herb one too many times. Pete's father-in-law fires SCDP after he and Pete bump into each other at a whore house. SCDP and Cutler, Gleason and Chaough merge so they can get an account with GM that will save both firms.
"Favors" (Season 6, Episode 11; July 1968): Sally finds Don and Sylvia having sex after he saved her son from the draft. Oh, the therapy bills...
"In Care Of" (Season 6, Episode 13: Thanksgiving 1968): Don breaks down crying as he shares an (honest) anecdote about his past to executives from Hershey, and is subsequently put on leave by the rest of the partners as a result. Ted and Peggy finally succumb to their feelings for one another, but Ted realizes that it would be a mistake to leave his wife and decides to move out to the California branch with Pete. In the end, Don brings Sally and Bobby to the whorehouse he grew up in, finally revealing the truth of his past to them and potentially salvaging his relationship with Sally as a result.