In the next instalment of Mad Men, it’s the season of goodwill to all men, and Christmas wishes look set to become a reality for some of our Madison Avenue favourites.

Christmas Waltz airs at 9pm on Tuesday 22nd May on Sky Atlantic.

Here actress Elisabeth Moss discusses her character, Peggy Olson…

Is it fair to say that Peggy seemed disappointed with Don over his marriage to Megan, as if she would have expected better?

“I think her disappointment is more concern that he’s making the same mistakes with Megan that he did with Betty and brushing his past under the carpet. She’s also disappointed because she landed a big account and sort of saved the company but nobody really cared because Don got engaged. I think it’s a combination of concern for Don and being upset that nobody’s paying her any attention.”

In the Season 5 premiere, we saw this moment filled with subtext when Peggy and Pete were left alone with Joan’s baby. Do you think there will be a payoff to the Pete-Peggy relationship?

“That’s a question I would like to have answered as well. They’ll always have a connection that is very deep and profound, and what’s so interesting about them is that all you need to do is put them next to each other and there is this incredible subtext. You don’t even have to say anything. They’ll always be connected, and I think that you’ll see that connection in unusual ways throughout season five.”

What, for you, are the overriding themes of Season 5?

“This season, to me, is every man for himself. A lot of the characters head off on their own paths and go after what they want. Some want changes while for others it’s going back to something that they forgot they wanted, and for some it’s about clarifying what they want in their lives.”

Do you have a favourite episode from the series so far?

“The Suitcase would definitely be my favorite. Firstly, for obvious reasons, because I’m in it the most, but also because it’s just a beautiful episode that couldn’t have happened without the four seasons of build-up.

“If that episode had happened in the first season, I’m not sure if it would’ve had the same weight, but by Season 4, the audience, the writers and the actors had all been waiting for Don and Peggy to have those moments where they finally talked about things that they haven’t talked about before. It was a really beautiful and a genius idea, and working with Jon when we had so much to explore was a very unique opportunity for me.”

Peggy plays an important role in Mad Men in terms of representing women in the workplace in the 1960s. Do you think her struggle still resonates today?

“Absolutely, although less so, of course. Things have improved a lot in the past 40 or 50 years and there are laws against sexual harassment and things, but I think that the struggle or challenge, or whatever you want to call it, of being a woman in the workplace will always be there.

“There’s still a certain amount of having to prove your worth as a woman against a man, but that’s not to say things haven’t greatly improved. There will always be this struggle between being a mother, being a wife, being someone who has a job, doing any one or combination of those three things that a man will never really have.”

Which quality do you most admire in Peggy and is there anything that you would like her to work on or improve?

“I most admire her belief in her ideals. Even though she was naive and took a lot of hard knocks in the first season and went through the whole pregnancy, she had a belief in herself that has taken her really far. She’s been quite, excuse the word, ballsy given the time period and her age, and I really admire that.

“The thing I probably admire the least would be her tendency to get too emotionally involved. She’s gets too upset about things, but as an actress that’s great.”

How have you and Peggy grown up in the past few years?

“I’m 29 now and I started when I was 23, and Peggy was 20 and now she’s 26, so there’s been a lot of growth and change for both of us. I’ve been playing her for most of my 20s, so it’s been a wonderful experience being able to grow as a person and grow as an actress while helping my character to grow as well. It’s really interesting looking back and seeing how different she was in the first season, and also how different I was. We’ve really grown together and I feel we’ve grown closer and more similar.”

How would you like to see Peggy progress and do you get much say in her character development?

“I would like to see her keep going, she’s on the right path and she’s doing the right thing. You’ll see a little bit more of what I mean by that this season, and I have never been more proud of her than I have been this year. She’s finally learning to stand on her own feet, and I would like her to continue in that vein. But I don’t really get any say in what happens, although when you have someone like Matt Weiner writing you don’t really have anything to say.”

As Peggy becomes more sensible or confident and has fewer flaws, is she harder or easier to play?

“Probably a mix of both. What’s interesting about getting such an arc is finding the delicate balance between allowing her to grow and to change, but also retaining the Peggy that we love and not losing sight of the original character the audience has identified with.”

Peggy has often has been described as symbol of innocence on Mad Men, do you agree?

“I think that that’s correct in the sense that she definitely started out as a person who was brand new to this world and she’s always been the eyes and ears for the audience. Her innocence has definitely been tarnished, but I think that she’ll always be idealistic and she’ll always retain some of that innocence.”

Is Peggy a feminist?

“Yes absolutely, she’s the ultimate feminist. There are the big statements of feminism such as bra burning and all of that which was changed laws and allowed women to get where we are today. But Peggy’s an everyday feminist.

“She’s just a person who loves what she does, has a passion for her work and wants to be allowed to do it. She doesn’t care if a man does it as well but she wants to be allowed to do it alongside the men and doesn’t want to be robbed of an opportunity because she’s a woman.”

Matthew Weiner hinted that at the end of Mad Men we might see Don as an old man. If this happens, do you think Peggy will be there as well?

“I’m not sure if he was kidding when he said that, but I think that Peggy and Don will always be friends. They have a special relationship that will last their whole lives, but I don’t know what context she could be around in. Maybe they’d just email or something. As for how old Don’s going to get, I couldn’t say. Peggy and Don have a very tight bond.

What kind of relationship do you have with Jon Hamm on and off set?

“We’ve grown very close over the past five or six years and he’s one of my best friends. Our relationship is quite similar to Don and Peggy’s actually, in the sense that it’s very unique. It’s based on friendship but he’s also given me a lot of great advice both personally and professionally.

“One of the things we’ve enjoyed most about playing Don and Peggy is the similarities between their relationship and ours. But Jon doesn’t yell at me as much as Don. Jon’s one of the greatest actors I’ve ever worked with and I hope that I get to work with him many more times after Mad Men.”

> Buy the Complete Seasons 1-4 boxset on Amazon.

Watch the Season 5 trailer…