Here's an excellent article by Adam Curtis on why Mad Men is so fascinating. Curtis's grasp of the historic moment we live in is phenomenal, very few people are able to see beyond the prevailing dogmas in the same manner. If you're not familiar with his work, he's the documentary film maker behind The Power of Nightmares, The Century of the Self, and The Trap among others.
In this blog, he perceptively identifies the source of our contemporary anxiety:
"In Mad Men we watch a group of people who live in a prosperous society that offers happiness and order like never before in history and yet are full of anxiety and unease. They feel there is something more, something beyond. And they feel stuck.
I think we are fascinated because we have a lurking feeling that we are living in a very similar time. A time that, despite all the great forces of history whirling around in the world outside, somehow feels stuck. And above all has no real vision of the future."
The clips he uses with the article are fascinating to watch, a must see for sure.