AMONG THE MANY entertainments of Mad Men is the train-wreck thrill of watching its talented, pretty characters self-destruct in spectacular fashion. They smoke too much, drink too much, work too much, and sleep with the wrong people over and over and over again. But what secondary character Ken Cosgrove did in Sunday’s episode makes Don’s, Peggy’s, Roger’s, Pete’s, and Joan’s transgressions look like harmless, impish fun.

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