Mad Men Finale Preview: Will Peggy's Baby Issues Be Put to Rest?

While Don Draper is washing his sins away in the Pacific, Pete Campbell is losing an account over in-law squabbles and Sterling Cooper's partners are allowing the agency to be sold, at least one of Mad Men's characters has it together: Peggy Olsen. Or does she?

One thing we know for sure is that she now has a new office to go with that new hair cut. And while Peggy probably cares most about getting away from that noisy Xerox machine, actress Elisabeth Moss was more than ready for Peggy's new 'do. "I was so glad to be rid of that ponytail," Moss says. "I wore it every day, with a few exceptions. You just have no idea how badly I wanted it gone."

Now smoking, drinking and wisecracking like one of the boys, things seem pretty good for Peggy the copywriter as we head toward Mad Men's second season finale Sunday. But as this season has reminded us time and again, you never really know just how far you can fall. Let's not forget, it was this time last year that Peggy's first promotion was marred by the unexpected twist of her delivering slimy Pete Campbell's (Vincent Kartheiser) illegitimate baby in the Season 1 closer. Come to think of it, are we ever going to find out what happened to that poor baby?

"I know all the viewers have questions, but I promise they will be answered by the end of the season," Moss says. "I adore the finale. Everything comes together in a way that I think will be very satisfying for everyone watching."

Yes, questions we do have. While some theorists believe that Peggy's sister Anita has been raising the child as a cover-up, others point to a telling midseason flashback that showed Anita very pregnant around the time of Peggy's delivery. Yet, we only saw one toddler hunting eggs on Easter Sunday. "[Anita] was definitely pregnant in that scene," Moss said. "I guess you can put two and two together how you like."

The mysterious baby isn't the only man complicating Peggy's life. She had her heart broken by Pete in Season 1, yet he keeps hanging around, despite a viciously cold stare when Peggy sexed it up in order to gain her coworkers and clients' attention. Moss is silent when asked if Pete's in love with Peggy without realizing it, but she does point to that stare-down in the cabaret as a moment of caring from Pete.

"He's just looking at her and saying, 'I know you, and this is not you,'" she says. "In that moment, he knows she's being phony and he doesn't like it. He doesn't understand why she's pretending."

The other man trying to get to the real Peggy Olsen is Father John Gill (Colin Hanks), who knows a thing or two about Peggy's secrets, thanks to her sister. Against the backdrop of panic caused by the Cuban Missile Crisis, Father Gill returns, warning Peggy and the rest of the parish to be right with God before the end of the world.

"He's really been after her and pushing her hard to tell him what's she's holding back," Moss says.

So, will she finally give in, and give the good priest (and us) some answers? "Let's put it this way," Moss says. "There's more than one way to confess."