Peggy Lee, 'Is That All There Is?' (Season 7, Episode 8)
Matthew Weiner recently admitted that he had considered using Peggy Lee's forlorn tune as the theme to Mad Men — the main reason held back, he claimed, was because it was released in 1969. But the song is a perfect coda for this episode, in which everything and nothing has changed for the show's central characters. Even though they're now part of McCann Erickson and extremely wealthy, it's the same as it ever was: Peggy and Joan battle sexism in the workplace; Pete feels underappreciated; and Don and Roger are drinking heavily and womanizing. They've gotten what they thought they wanted — respect, money, freedom — but it's not enough. And like the song says, if that's all there is, may as well break out the booze and have a ball.