John Slattery prepared an audition to play Don Draper. Matt Weiner had already decided on Jon Hamm, but found Slattery perfect for Roger Sterling, Jr.
January Jones auditioned twice for the role of Peggy Olson before Matthew Weiner asked her to read for the part of Betty Draper instead, despite the fact that at that point the character was barely in the pilot and he had no plans of fleshing her out.
Jessica Paré auditioned for the role of the prostitute that slaps Don in the face early in season four before being cast as Megan Calvet.
Christina Hendricks was learning how to play the accordion during the early years of the show and that talent was incorporated into the 3rd Season when Greg begs Joan to perform for his guests to distract from the reveal that he's a failure as a surgeon, Hendricks even gets the chance to show off her singing skills. Said episode even has Vincent Kartheiser dancing to the Charleston, and Michael Gladis's capella singing.
Jessica Pare's "Zou Bisou Bisou" became a hit in 2012, the year of Season 6 and she shows off some burlesque dancing skills as well.
Elisabeth Moss had shown off a lovely singing voice when Peggy Olson imitated Ann-Margret singing Bye Bye Birdie, but we as viewers get to see evidence of Moss's old ballet training whether dancing the Twist or roller skating to Roger Sterling's rendition of "Hi Lo, Hi Lo" on an organ.
The Danza: In Season 4, Danny Strong plays Danny Siegel, Jane's cousin.
Directed by Cast Member: Jon Hamm (Don) directed two episodes ("Tea Leaves" and "Collaborators"), and John Slattery (Roger) directed five ("The Rejected", "Blowing Smoke", "Signal 30", "Man with a Plan", and "Tale of Two Cities"). Jared Harris (Lane Pryce) directed "Time & Life", although that episode was produced after Harris left the show.
It was said that Matthew Weiner asked most of the cast members, especially the women, to abstain from certain workouts that are trendy in the 21st Century, so they'd look more like people did in the 1960s.
Alison Brie also noted that the women usually wore a lot of pins in their hair and the girdles, she states it gives them a sense of what their character is going through.
This article from the Guardian states that often the hosiery and shapewear from that era (or designed to match lingerie from then) would be painful enough for the actresses to need pads of moleskin.
Vincent Kartheiser gained weight and shaved his hairline to give the allusion of Pete's personal life falling apart in latter seasons.
Enforced Method Acting: During the filming of the infamous lawnmower scene, the actors were told that the fake blood would be sprayed at the count of three. It was fired at the count of two, to make sure their surprised reactions were genuine.
Resulted in a six-month delay to Season Five. Contentious negotiations between AMC and Matthew Weiner eventually led to a deal which included shortening episodes by two minutes, increased product placement, and possibly trimming the cast.
There was also a deal struck to give the final season 14 episodes instead of the usual 13. It was then split up, like Breaking Bad before it, so that the first half of the season would be filmed to air in the Spring of 2014, while the latter half would be set to air in early 2015.
Fake American: Deliberately averted by Matthew Weiner, who refused to cast English actors as Americans (thus making him the American answer to J. K. Rowling in that sense). Thus making Jared Harris being cast as Lane Pryce seemingly rare case for an English actor on an American series who gets to keep his regular accent.
Fake Nationality: Julia Ormond, who plays Megan Draper's French mother, is actually British. She was born in Surrey and went to a private school.
Font Anachronism: The show takes place roundabout the sixties. The sign on the Sterling Cooper building is Gill Sans, which was not in popular use in the United States until the 1970s (although it had been released in 1928 and was popular in its native Britain from the 1930s on, it never caught on across the Atlantic until much later). There are other future fonts, mainly in shots of print ads: Fenice (1980), Balmoral (1978), Amazone (1958), ITC Kabel (1975), Bookman Old Style (1989), Zapfino (1998), and Gotham (2002) (although this one is tricky, as Gotham intentionallymimics the signage on American public buildings from the 1930s-1960s). Notably, the first episode of the show features an advertisement in the aforementioned Zapfino. Of course, there were similar fontssometimes quite similarto all of these in existence in the 1960s; presumably, this was a measure to save time and money.
McLeaned: Lane was killed off in part because Jared Harris had too many other upcoming acting commitments (especially with playing Professor Moriarty in Sherlock Holmes: A Game of Shadows). There were no hard feelings, though; Harris recognized he was simply too busy and came back to direct "Time & Life" in Season 7B.
Many of the period styles from the show have crept back into fashion. Joan's wiggle dresses and pencil skirts for one, became really popular with many women since they flatter a whole range of body-types and don't obscure feminine curves. Horn-rimmed glasses also became popular again.
Don Draper's signature Old Fashioned was long forgotten when the show aired and has seen a comeback, along with the Manhattan. Hilarity generally ensues when younger fans used to lighter concoctions try these rather strong cocktails for the first time.
Star-Making Role: For practically everyone on the show since the majority of the cast were unknowns or only known on niche shows before the series launched. The notable exception is Robert Morse, who has been a name for decades. Including RJD2, the artist behind the theme song.
Undermined by Reality: For many fans, the show's pro-feminist message is tainted by Matthew Weiner's sexual harassment allegations.
According to one interview, Beck turned down repeated offers to write the show's theme song, since at the time he thought it would never catch on: "Its about ad executives in the 60s? Theyre going to make a show about that? Really? Um, I dont think so".
According to DVD Commentary, the reason for Pete keeping his hunting rifle in his office was just in case the writers ever planned for him to commit suicide.
Sarah Silverman was offered an audition for the role of Rachel Menken but turned down the offer because she was starring in The Sarah Silverman Program. Silverman was recommended for the role by Jon Hamm, who had previously guest starred on the show.