Mad Men - Fztvseries Mad Men Set in New York City, Mad Men begins in 1960 at the fictional Sterling Cooper advertising agency on New York City's Madison Avenue.[2] The show centers on Don Draper (Jon Hamm), the agency's creative director, and those in his life, in and out of the office. It also depicts the changing social mores of 1950s America. Last Updated: 08 September 2010