Mad Men is set in the 1960s, initially at the fictional Sterling Cooper advertising agency on Madison Avenue in New York City, and later at the newly created firm of Sterling Cooper Draper Pryce. The show centers on Don Draper (Jon Hamm), creative director at Sterling Cooper and a founding partner at Sterling Cooper Draper Pryce, as well as those in his life in and out of the office. It also depicts the changing social mores of 1960s America.

Source: Wikipedia.org