The goodbye scene between Don and Peggy was a difficult one to shoot. Moss said, “That scene was a really, really tough scene to do. They didn’t tell me they were going to do this, but they told Jon to hold my hand and not let it go. Then he did, and I lost it. Every single one of those tears were absolutely real. She wants to stay with all of her heart. She does not want to leave, but she knows she has to.” Hamm said there was “respect, understanding, and admiration between those two characters. This is the exact right time for her to leave.”