“Mad Men” shows the last years of a social order in which middle-class American men were little kings—slimy, anxiety-ridden, petulant, lifeless, but kings nonetheless. It’s all about to come undone—Peggy is the harbinger of the change—and soon give way to an age of confusion and improvisation, which is the age we still live in. Watching “Mad Men” might be what it was like for Americans of an earlier age, around the time of Lincoln, to see an eighteenth-century European costume drama: this is what the world looked like just before the old order fell. The roles were rigid and constricting, but they had the advantage of being roles, ready-made for men and women to put on and live in. You didn’t have to spend your energy inventing a way through the bewildering maze of unfamiliar social relations.