Elisabeth Moss Elisabeth Moss

Although we cheered for Mad Men's Peggy Olsen (Elisabeth Moss) when she left Sterling Cooper Draper Pryce in her rearview in the waning episodes of Season 5, we soon were left with a scary thought: Could we never see Peggy again?

Have Mad Men fans seen the last of Elisabeth Moss' Peggy?

Things only got worse when cast member Jared Harris — who definitely won't be back (RIP, Lane!) — hinted that Moss had also said her goodbyes. But fear not: Moss says she'll be back, and she even knows a few pieces of Peggy's story. "I do know certain things about what's going to happen," Moss tells TVGuide.com. "I think that she's forever linked to Don in some way. Obviously, it's Don's show, but they're going to have some interaction."

Read on to get Moss' thoughts on Peggy's empowering journey this season, how Don (Jon Hamm) let Peggy down this year, and how Moss approached filming some of those tough final scenes. Plus: Where the heck did Peggy's boyfriend Abe go?

How did you react when you found out Peggy was leaving Sterling Cooper Draper Pryce?
My initial reaction was just one of feeling like there was really no other logical way to go for her. After everything that had happened for five years, she can't just keep butting her head up against that wall. ... She's becoming her own person and she needs to have her own place not under Don. So it made a lot of sense to me. At the same time, I didn't really see it coming necessarily.

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So creator Matthew Weiner hadn't laid it out for you at the beginning of the season or anything, right?
It was very much script-to-script. Usually, he'll tell me something like that, but I think that Matt was a little concerned about me playing the ending if I knew. I think knowing what's going to happen can help, but then also, sometimes, it can be counterproductive.

I agree that Peggy eventually had to move on, but do you think she might have stayed a bit longer if Don hadn't thrown money in her face?
Yeah. I think that was probably a big push in that direction. But she needs to be on her own, and it's what Don taught her to do.

Do you think Peggy was also troubled by how disengaged Don had become at work? That maybe Don was not the man she once idolized?
I think she was disappointed by him. I think that made her have to try to step up and do things that he would have done and kind of take his place. But when she tried to do that, she'd get in trouble. I think it was just a general idea that they're too similar and she can't blossom under him. She's gone as far as she can go. Eventually, she will need to go out on her own and give that a try.

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Tell me about that last scene in Don's office. I've heard that Jon Hamm did some things differently that made you cry in the take that was ultimately used.
It's kind of true. The kiss [on the hand] was scripted, but on one of the takes — I think the director asked him to — I tried to take my hand away and he wouldn't let go of my hand. They didn't tell me he was going to do that. That sort of made me lose it. It was a very emotional scene for both of us. It's sort of funny because I am going to probably keep working with him, but there's something about the ending of an era in a way. We were both very emotional about it. And I have to say that every single one of those tears in that scene was pretty real. 

It did feel like an ending. And the scene in the finale with Peggy and Don at the movies felt like a brand-new dynamic for those characters.
It's interesting actually. We did that scene, and it was only after, oddly, that I realized how different it was. I don't know why. Maybe it's because it's a little bit more similar to [mine and Jon's] actual friendship, as opposed to the Don-and-Peggy dynamic. That's the first scene that we've ever done where we've been, not necessarily equals, but certainly where he's not been my boss. It's the first scene where I haven't been his employee. I didn't even realize while we were doing it, and it wasn't even intentional to play that up. It just came very naturally that we were now sort of friends.

And she's picked up some of his old tricks.
Yeah. I mean, she doesn't leave him in anger in the end. I think the idea is that it's really the last thing in the world that she wants to do, but she's faced with doing it. And I think it's really, really difficult to walk out the door. She kind of gives a look back, but I think this is not a decision that ultimately [she] made out of anger. It's a business decision. It's something that Don would have taught her to do. So yeah, I think that she is going to carry him with her through all of her future endeavors. I think there are going to be some clever links  to what she's learned from him.

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Do you think her standing up to Don came about because she also learned to stand up for what she wanted in her personal life this season?
I think  the professional and the personal are a bit unrelated, but I suppose they're linked as well in some way. I think that if you were to sum up Peggy's character arc or whatever for the past five years, it would just be that she's just trying to figure out what her place is in the world and how to be a woman in this world.

What happened to Abe? We never saw him again after they moved in together.
I actually have no idea, to be honest. I haven't asked about that part, so I really don't know. The whole [engagement] thing that she went through with Abe — I loved doing that episode. We really set her up this season to be a real worker bee. Her clothes were very uniform. She's wearing kind of the same thing all the time. She was always in the office. Then, all of the sudden, she becomes a total girl [who's] into all the clichés of even the possibility of getting engaged. She kind of tries that on for size and is like, "Is this what I am?" And then, it doesn't really work out. She's just kind of reaching out and trying to figure out who she is. And I think the ultimate realization is that no matter who she is going to end up being, she's not going to be able to do it under Don.

What's your take on Peggy's final scene, alone in that hotel room on her first business trip?
Even though this is a sh---- hotel room in God-knows-where and it doesn't look like anything glamorous, it was exactly what she's always wanted. ... It's exciting, and I think this is what she wants. She's never ridden on a plane before. She gets to take a plane on a business trip. It's her dream.

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Do you have any idea how much we'll see of Peggy next season?
I think that as inevitable as her story of leaving [was], I would say that there are [more] stories that are sort of logical in that same sense. But it's not been written yet. So, we'll see.

Matt did tell us that Peggy will always be a part of Don's life.
Yeah. Like I said, I have knowledge of stuff.  I could never really speculate on how to write this show because people do that much better than I ever could. But, like Matt said, I think that she's forever linked to Don in some way. They're going to have some interaction.

How do you think Peggy will stay connected to the story?