Christina Hendricks on the End of 'Mad Men,' Joan's Big Career Move, and Her New Comedy Role

The final episodes of Mad Men weren’t easy for Joan Harris, who endured rampant misogyny at McCann Erickson and an ultimately disappointing romance with wealthy land developer Richard. But they were great for Christina Hendricks, who did some of her best work yet as Joan this year, which should earn her a sixth Emmy nomination for supporting actress in a drama next month.

We caught up with Hendricks over the phone from New Orleans, where she’s currently filming a top-secret project: “I’m not sure if I’m allowed to talk about it yet. It’s one of those!” But she was able to discuss the final episodes of Mad Men, Joan’s decision to leave McCann and strike out on her own, and why she and her Mad Men co-stars are gravitating towards comedy roles now that Sterling Cooper has shut its doors for good.

Joan had a really strong stretch of episodes this year, but for Emmy voting, you have to pick one episode to submit. How do you decide something like that? Do you go back and look at all of them?
I usually don’t. In the past, sometimes I’d ask my manager, or even ask [Mad Men creator] Matt Weiner what they would recommend. Or sometimes you just get a lot of feedback from people. A lot of people will call, and you’ll be like, “Oh, a lot of people seem to have responded to that.” And I’ll choose that.

If I can recommend one from this season: “Lost Horizon,” with that big confrontation between Joan and Jim Hobart. That scene in particular felt like seven seasons’ worth of frustration boiling over for Joan.
I know! It was very cathartic. I love that we wrapped up Joan’s storyline still dealing with some of the same issues that she started with. Because it felt like there was so much growth and so much change… to end up back at the same point, I thought, was very poignant and very well-written, from Matt’s point of view. And so frustrating… you just wanted to punch the TV, and I guess that’s really good, you know?

Joan’s attitude changed a lot over the course of the series, even if the world around her didn’t. In 1960, she prided herself on her ability to navigate this sexist workplace, but by 1970, she was sick of it.
Yeah, I think she finally gave herself credit, and decided that she deserved the things that she worked so hard for. Whereas, early on, I think she thought, “Well, of course I can do it and I know how to do it, but I’m a woman, and that’s a man’s job.” So she just sort of accepted it, the way everyone else was accepting it. And I think she definitely, definitely made changes.

You see that in her relationship with Richard, too. They seemed like a good match, but he wouldn’t really allow herself to be herself and pursue her professional ambitions.
Yeah, it wasn’t quite right. I thought right down to one of the last scripts, I thought, “Wow, OK, Joan gets love. Interesting!” I didn’t see it coming. But I think that was an interesting sacrifice that she made, and showed her strength of who she really is at that point.

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So did you not know where Joan was going to end up until you read the final scripts?
Yeah, I didn’t know. I loved it. I had heard bits and pieces, maybe, of what was happening to other characters, but… I really didn’t know what happened with Joan.

Well, we’re just hoping Joan didn’t stick with Richard long enough to get hooked on cocaine.
[Laughs.] You know, I actually had forgotten… we had finished filming those quite a while before we watched it. And as we were watching it, I went, “Oh my gosh, I forgot about that!” [Laughs.] It sort of took me by surprise. It was a little bit strange, but I think kind of funny. I think she was just being open-minded, and she was in love, and you do strange things sometimes.

Going back to the first half of Season 7: Bob Benson proposed to Joan, and she said no because she wanted love. But in the end, she’s happy being alone, running this new production company. So is work ultimately Joan’s first love?
It’s certainly one of them. I don’t know if it’s her first… certainly right then and there, there’s no one else distracting her. I think probably maybe [her son] Kevin’s her first love, because so many of the things she’s done are to take care of him and her family. I think you can have more than one love, and I think she does.

But yeah, she’s proud. She’s proud of what she’s doing. There’s that scene where the women come in and introduce themselves [at McCann] and basically try to get on her accounts. And it makes her feel great, you know? 

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I like that last exchange that Joan and Don had in the elevator. They always had a nice mutual respect for each other, even if it never turned romantic.
Yeah, I think so. I think from early on, it’s this sort of acknowledgment of, I’ve got your number, and you’ve got mine. Let’s just respect each other and go out on our own paths and try not to mess with each other too much. [Laughs.] I think it’s just, “Why go down that road?”

I also had my fingers crossed for a Joan-Peggy business partnership, which almost happened in the finale. But in the end, they wanted different things.
Yeah. I think the audience would’ve loved it, and I think it would’ve been such a fun and natural yet bizarre way to end it. But nothing thrilled me more than when I got to see that line that said, “Hello, Holloway Harris?” That just thrilled me to no end, so I think it was as it should be. She was always sort of going off on her own, you know?

We got to see the Joan-Roger relationship wrap up, too. Was that just a case of bad timing as well? Did you ever think Joan and Roger would end up together?
I think I always did… even though I think he’s such a cad, I wouldn’t really want that for Joan. But there’s also just that chemistry, and that wonderful… you know, there’s history, and they have a child. So there’s a part of me that was absolutely Joan-and-Roger. Absolutely. But I also kind of knew that was never going to happen.

Yeah, there were moments throughout the series where it seemed like Roger let Joan down, and Joan could see it wasn’t going to work out long-term.
Yeah, and it’s sort of, enough’s enough. And his behavior was so inconsistent — with her, especially. You would think that he showed her his true colors several seasons ago… so she was protecting herself. And I think there’s probably a part of her that wanted it, too. But the one thing I loved about playing that character was, she was someone who actually did learn from her mistakes. Not all of them did. [Laughs.]

So what’s next for you? You’re co-starring in Another Period, this new Comedy Central series. It looks like a comedy version of Downton Abbey.
[Laughs.] It’s definitely inspired by that. It’s the Gilded Age in the northeast of America, and it’s just these filthy rich degenerates — just horrible, horrible people. And a great cast; just some of the funniest people, and I have loved their work forever. So I just thought, “How fun would this be, after Mad Men, to just sort of go and do this romp?” Just wild and crazy and broad. So we had a lot of fun.

It seems like a lot of Mad Men actors are turning to comedy now, after the heavy emotional stuff you guys had to do. January Jones is on The Last Man on Earth, Jon Hamm is going to be on Wet Hot American Summer…
Jon’s been doing this stuff for a while. And Slattery went and did Arrested Development. The cast of Mad Men is actually really a funny group of people, oddly.

Well, the show was really funny. I’ve always thought Mad Men was underrated for how funny it could be at times.
I agree with you! I am constantly laughing out loud when I watch it. [Laughs.] So I think it’s just a nice way to break things up. And the show has afforded us this opportunity to take more risks, and we’ve been offered things that we wouldn’t normally be offered. So I think it’s just fun for us to take advantage of everything we possibly can, when we can.

And besides Mad Men, do you have any other TV shows you’re rooting for at this year’s Emmys?
Hmmm… I watch a lot of British shows, six-episode shows. I got really into Broadchurch, and I got really into The Fall. And I watched The Missing, which was amazing. It was so good. I did a lot of traveling, so it was kind of like, whatever I could download on Amazon or Hulu, I was getting into those kinds of shows. Those are my big ones this year.

Watch the 67th Primetime Emmy Award nominations Thursday, July 16 at 11:30 a.m. ET/8:30 a.m. PT on Yahoo Live.