As Vox pointed out The ending of Mad Men lines up with the release of the most famous coke ad of all time (if not the most famous ad of all time), although I don't think that they got it quite right. Here's how I think it goes down:

Don arrives back in New York after having gone on his hobo's pilgrimage and checks his messages at the hotel where he was staying. He has three of them: 1) Peggy Olsen called a number of times and she needs you to call her back, 2) The floors at your new apartment are ready, and 3) Henry Francis called, Betty Francis has passed away.

He goes to the Francis house and picks up the kids who he is actually excited about raising for the first time now after his trip (although the circumstances are unfortunate) and they go, as a family to Don's new apartment. This is a new place untouched by memories or attachments, he can begin his new life here as a family man, a real one.

Meanwhile, at McCann Erickson: Roger having just recently connected with Peggy for the first time is looking out for her with the higher-ups at the agency, especially now that he's been relegated to the "retirement home" floor of the building and has nothing else to do, but there's only so much influence he can have over the "Irish Catholic assholes at McCann Erickson". While he has managed to keep Peggy as a copy supervisor, there's not much he can do to get them to respect or even listen to her. She is totally miserable and she has been desperately trying to get in touch with the only person who she ever really trusted to help her with her career, the only person who's approval she's ever really wanted or needed, the person who she sees as the father she didn't really have, Don Draper.

Don is at home at night drinking and watching television, an ad for one of his old accounts comes on and it's shit. It's just awful. He realizes that he never got his swan song. He left the business on a wildly low note, his legacy is tarnished.

Don has been missing for a while and Peggy is on her last straw, she's about to blow up at her bosses in classic Peggy Olsen fashion when the phone rings, and it's Don. They meet up in like a diner or something. He tells her that she shouldn't worry about them, just do the work and they'll be forced to recognize her. If they don't someone else will. All that matters is the work. Don asks Peggy what she's working on and she says she is supposed to come up with strategy ideas for Coke, Don's dream client. The closest Don ever came to working on Coke was a fixing a machine at a motel in Kansas. Don and Peggy go into what will be their final brainstorming session together. These were the moments that cemented their father/daughter relationship. This is the only way they know how to say goodbye. They talk about how separated everyone they know has become. Roger is on the old folks floor, Pete is in Kansas, Ken took his business away from the agency, Joan took her quarter million dollars and ran away with a rich developer, Stan is working somewhere in the agency but who knows where, Michael is in a hospital somewhere, Cooper is dead, Betty is dead, everyone is somewhere else.

What if there was a product that brought everyone together? Something universal. Like looking at the moon at night and knowing that the people you love, no matter where they are are looking at that same moon. Coke is that product. It's the one product that means the same thing everywhere in every country on every continent of the world. It is the common experience that we all share. It's the real thing.

Don helped her get there, but Peggy is the one who hits it out of the park, as usual.

Don is sitting at home on his couch with Gene on his lap and Sally and Bobby on either side of him. They are watching TV together when we hear the music, "I'd like to buy the world a home..."

Fade to black.