Pete Campbell peeks into the abyss in 'Lady Lazurus.' (Photo: AMC)

Updated May 8, 11:56 a.m.

Holy Gilmore Girl!

The biggest shock of this week's 'Mad Men' episode was a surprise cameo from Alexis Bledel, the doe-eyed innocent best known for her squeaky-clean work in Gilmore Girls and Sisterhood of the Traveling Pants. This time, the grown-up Bledel (in ridiculous hair and makeup) baits the increasingly destructive Pete Campbell into a one-night stand -- one that could very well lead to Campbell's ultimate undoing. To her credit, the former Gilmore Girl overcame the offenses of the costuming department with a convincing, sympathetic performance. Who knew?

Jon Hamm spent most of Lady Lazarus showing off his many variations on Don Draper's Concerned Face, as the man who is always one step ahead of everyone finds himself tripped up.

It seems as though Megan's father got to her with his mean-spirited, anti-capitalist lecture in last week's episode: Fresh on the heels of her remarkable success with the Heinz campaign, Megan announces that she wants to quit advertising and reclaim her dream of becoming an actress. I felt better failing at that audition than I did when I was succeeding at Heinz, Megan tells Don when she finally comes clean about where she really was the night she went missing.

Surely I can't be the only one who thought Megan was hiding a deeper, darker secret as she skulked around the office that day - sneaking phone calls, lying to everyone, and changing into a glittery gown before heading to a mysterious engagement.

And although the truth is certainly innocent enough, Megan once again shows how quick she is with a persuasive fib when Don questions the story she told Peggy. And did you see how she tricked Don into giving her the green light to leave Sterling Cooper Draper Pryce? Well done, Mrs. Draper. Second's like they have a playbook, Joan muses to Peggy. Even if Megan's aims are less sinister than some of us have suspected, she is one manipulative lady.

Okay - so who's going to fall down an elevator shaft or make a suicide leap onto Madison Avenue? Though Slate's influential speculation about Pete Campbell's imminent suicide is convincing, now the not-so-subtle clues are starting to feel like a red herring.  The suicide reference to the life insurance salesman, a long look down a dark elevator shaft, and Pete's increasingly heavy footsteps are leading somewhere - but can we believe Matthew Weiner is simply giving us room to prepare?

That said, Pete has been begging for a reason to fully commit to wholesale self-destruction. And he is certainly narcissistic and histrionic enough to resort to dramatic measures if he doesn't get what he wants from Rory Gilmore - which is looking more than likely (though she did toss him a heart-shaped crumb in their final scene together.)

Why do they get to decide what's going to happen? Pete whines to Harry Crane after waxing existential on the insignificance of individual lives against the weight of the universe. Dejected and philosophical is a dangerous cocktail indeed.

Kudos to the Washington Post for noting that Tomorrow Never Knows is the last track on the second side of Revolver - what are the odds that Don would place the needle there? (UPDATE: As some more observant commenters pointed out to the Washington Post, Megan actually instructed Don to listen to that track first. Mea culpa.)  Taxman is the album's leadoff song, but it wouldn't have been nearly as effective an audio backdrop for the impressive concluding montage.

Until next week...crossing our fingers that Rory comes back to break Pete's brittle, little heart.