Mad Men takes place during the 1960's. Mad is short for Madison, and the show revolves arounda major advertising firm which is on Madison Ave where a lot of those firms started up back in the day.
Main character is Don Draper who is that ddude but has his own demons, as do the people that he works with.
You get to see a pretty accurate description of how life was in the 60's (women not getting respect, dudes drinking and smoking in the office, world events like JFK getting shot, the Cuban Missile Crisis, etc.) and the effects of these things on the characters lives and shyt. It's Top 5 on TV right now but you need to have patience and pay attention. There's no shoot outs or wild shyt, it's character driven drama.