"Mad Men" returned for its penultimate season Sunday night. “The Doorway” continues the theme of existential doom that carried us through Season 5, with Roger Sterling's therapy sessions serving as omniscient narrator, warning us that the experiences that are supposed to change and shape us might be little more than souvenirs we collect on a road to nowhere.

Heaven and hell, it turns out, might not be such distant neighbors. The episode opens with Don and Megan on a luxurious winter vacation, lounging on the glorious white sand of a Hawaiian beach, Megan with a cocktail in hand, Don with a copy of Dante's “Inferno.” It's not purely a vacation: Don is there on business, compliments of the Royal Hawaiian Hotel account. Jon Hamm's voiceover dictates a passage from the famous poem, but after that, Don doesn't speak for almost seven minutes. (More on that later.) 

Megan is on cloud nine, and as we soon learn, it's not just because she's in paradise: She's been cast in a recurring role on a soap opera, “To Have and To Hold.” Though no less self-obsessed than when we last saw her, Megan has more than enough good cheer to go around, and Don is sharing in the wealth. We haven't seen them this happy -- at least on the surface -- in a long time.

There are a lot of new faces in “The Doorway,” and most are not given a proper introduction. This certainly looks to be a deliberate creative choice, but too often in the episode it's a distraction. We're permitted to know a bit about Sally Draper's new friend Sandy, but we get no clues as to how or why she and Betty have become so familiar. It's clear that Sandy has been made an honorary member of the household, presumably after her mother's death. But Betty's reasons for taking the teenager under her wing -- as much as Betty can do that sort of thing -- are a mystery. Is she driven by some maternal urge that her own children don't fulfill? Perhaps Betty sees some of herself in Sandy, but what do they really have in common? Maybe there's an element of fantasy at play; maybe Betty thinks she would have been more like Sandy if the doorways of her youth had led her down a different path. That might explain Betty's eagerness to track Sandy down after she flees to the Village (she even whips up some goulash with the squatters on St. Mark's while she's there), but what should we make of her taunting suggestion that Henry “go in there and rape her” when Sandy spends the night at their house?

Peggy Olson has settled in to her leadership role at the new agency, proving herself an uncompromising creative director who doesn't think twice about letting the copywriters toil away on New Year's Eve. (Sound familiar?) True to her mentor's form, she initially pushes back when a client wants to kill a Super Bowl ad promoting its headphones with the tagline “Lend me your ear” after a late-night talk-show host makes a joke about soldiers cutting off the ears of their enemies in Vietnam. True to her own form, she pushes forward and rewrites the campaign with a concept even better than the first. Peggy's storyline stands at an appropriate distance from that of her former Sterling Cooper Draper Pryce colleagues; though Don's shadow will probably always be over her shoulder, she's not looking back.

Roger Sterling is looking for answers. He spends much of the episode on the therapist's couch pondering life's “deeper questions,” like the natural hair color of his latest fling. The doors you open in life all close behind you, he says to Dr. Rosen, and “the experiences are nothing. They’re just some pennies you pick up off the floor and stick in your pocket.” Roger accepts the news of his mother's death in characteristic cold blood, reminding the sobbing messenger that his mother had promised on every Christmas for the past 20 years that it would be her last. This reminds us of Dr. Rosen's query to Roger: “What exactly are you joking about? You're obviously not worried that you're boring.” But what's more boring than fearing death, or grieving it? “People will do anything that alleviate their anxiety,” Dr. Rosen tells Don on New Year's Eve. For Roger, this means playing court jester at his mother's funeral. But the tears of a clown, when they finally come, are the hardest to wipe away.

As previously observed, much of what goes on behind closed doors in Megan and Don's marriage is locked away from our view. Sure, we see plenty of skin and tangled sheets, but the emotional transactions -- assuming they exist -- have no witness. Maybe it's all the pot she's smoking (reefer madness is alive and well in Season 6), but Megan sure is pretty relaxed about Don's apparent habit of disappearing for hours in the middle of the night. When Don goes out for a pack of cigarettes not long after midnight on New Year's Eve, he takes a detour to the bed of Dr. Rosen's wife. When he returns to his own bed, after daybreak, Megan welcomes him back with open arms and zero questions.

She's equally unfazed by Don's silence in Hawaii. Is this because she knows him better than we do? In most social situations, if someone doesn't speak while everyone around them is having the time of their lives, it usually means they aren't having as much of a ball. Only at the end of the episode do we learn that Don's time in Hawaii may well have been precisely the kind of transformative experience Roger insists eludes us all. “I'm not sure how much I've talked about it,” Don tells the Royal Hawaiian Hotel execs at a pitch meeting, “but there's a feeling that's stayed with me... It's not just a different place,” he says. “You are different.”

Is he? When Don presents his sketch for the campaign -- “the jumping-off point” -- the clients see suicidal imagery in the pile of shed clothing and footprints out to sea. Don's surprise is sincere -- we are convinced that the morbid subtext never occurred to him. “He's killing himself,” an exec explains. “He's going to swim out until he can't swim back.”

For its extended running time, “The Doorway” episode feels like it's standing still; not much seems to happen of any consequence. The real action is inside Don's head, and nowhere do we see this more clearly than when he is left alone with the Hawaiian Royal Hotel sketch. By creating an invisible man, Don has exposed himself, or at least scratched off a layer. But when you're living two lives, you might have to shed more than just your second skin in order to know who you really are.