At the time the pilot was shot, the part of Trudy hadn't been cast. When Campbell speaks to her on the phone, the photo on his desk is actually of series creator Matthew Weiner's mother.
Among its unique rehearsal and filming elements, the series never used any walkthroughs or other practice elements for its scenes. The cast and crew would do a read-through of each episode and then immediately begin shooting the scenes they'd just discussed. Matthew Weiner also did not like re-shoots and the show avoided them unless they had no choice but to use them; most of the scenes for the show's entire run are in fact 1st takes.
John Slattery originally auditioned for the part of Don Draper. He was a little disappointed at landing the part of Roger Sterling as the character is not overly present in the first episode, however, writer Matthew Weiner assured him that the character would be a key component of the series as it continued.
In the pilot, Elizabeth Moss wore a wiglet made from her own hair for her character's, Peggy Olson''s bangs. After the show was picked up, her actual hair was cut for the bangs.
Jon Hamm auditioned with the Lucky Strike pitch scene when he has to present his ideas - and he hasn't got any.