“Lost Horizon,” last night’s episode of Mad Men, is all about life as a series of entrances and exits, and it aptly opens with Don (Jon Hamm) waltzing into his new office at McCann. Before he even sits down for his morning coffee, he’s summoned to meet with Jim Hobart (H. Richard Greene) and Ferg Donnelly (Paul Johansson), and he’s greeted as if he were a king looking over a newly conquered kingdom. When Hobart sheepishly asks Don to introduce himself as a McCann employee, a request to which the ad man suavely obliges, the McCann head reacts as if Don were Marilyn Monroe singing him “Happy Birthday.” And yet when Hamm’s “white whale”—a Moby Dick reference with some rather dark implications—arrives at a meeting wherein Miller considers introducing a “diet beer” into the marketplace, he finds that he’s just one of a slew of creative directors who have been brought in to listen to the pitch. No matter what song and dance the head honchos sold him on, he’s just a cog in the machine, and this realization sets him off on a road trip. The alternatively liberating and devastating fall-outs of these sort of realizations by a handful of characters are part and parcel of what makes “Lost Horizon” feel so distinctly galvanic among Mad Men’s final episodes.