When Roberta and I first saw Marriage of Figaro, one of the things we discussed was Don sitting at the train tracks. Was he contemplating suicide? In The Ladies Room, Paul says he’s late for a meeting because someone jumped in front of his train and killed himself. You don’t drop a remark like that for nothing. Especially Matt Weiner doesn’t drop a remark like that for nothing.
So all through season 1, I absolutely believed that Don was contemplating suicide that afternoon; that’s why he sat at the train. Sure he’s a bastard: He’s a bastard for walking in with no explanation or apology, for choosing a moment when his daughter needed him to fall apart like that, for acting as if there had been no crisis in the first place. But he’s also so horribly wounded that it seemed to me that he could not for the life of him leave those train tracks. It just hurt too much.
Only now I don’t think he was suicidal. I think it was the train.
The second major motif of Mad Men (other than birds) is trains. Don doesn’t get off the train in his home town, leaving the real Don’s body to be Dick Whitman. Don’s identity is first hinted at (in Marriage of Figaro) on the train. Trains are escape.
One thing we learned about Don in Nixon vs. Kennedy is that he always wants to run away. Running away is the only thing he’s 100% sure he knows how to do. I think, now, that’s what he was contemplating in MoF, he was looking at the train and deciding whether or not to escape.