Matthew Weiner covers a ton of ground in these interviews with the Archive of American Television, so of course there's plenty of fascinating background info on Mad Men. For example: Weiner thought maybe George Clooney or Vince Vaughn would play Don Draper back when he was working on the pilot. Zak Orth was almost Pete. January Jones auditioned to play Peggy. And an AMC executive didn't think Jon Hamm was sexy enough for the role.
In this segment, Weiner gives his take on how various characters came to be, and how they've evolved over the course of the show:
In addition to all the Mad Men stuff, the full interview covers Weiner's life story, The Sopranos, and Weiner's philosophy on, oh, everything.