It cost the producers of "Mad Men" $250,000 for the use in this episode of The Beatles "Tomorrow Never Knows."
Don summons an elevator, but the doors open to reveal only the abyss of an empty shaft. In a June 2012 interview with the New York Times, Matthew Weiner seems to imply that this was an actual malfunction on the set that was retained or recreated for the finished scene. ("In my mind, that actually happened. The elevator wasn't there, which we know happens all the time. I thought that was an amazing cinematic representation of his emotional state.") But this reading might be taken out of context; Weiner may simply have been restating a simile with doors he drew for a just-prior question about Pete Campbell. At any rate, the empty elevator shaft fits with the death imagery that is sprinkled throughout the show and also symbolizes the new void of Megan's departure (per same interview).
During pillow talk with Pete Campbell, Beth Dawes makes reference to seeing the Earth as a tiny ball like the photos from space. This is a reference to the Apollo moon program. However, the first photos of the Earth as a ball from outside Earth orbit were by Apollo 8 in 1968 whereas this episode takes place in 1966.
Ginsberg says The Wedgewoods September in the Rain song is thirty years old, but he's not referring to the Beatlesque recording, which was 1964, but that the song having been originally written and recorded in 1937.
Roger Sterling offers skis to Pete Campbell, who suspiciously asks if they're going to explode. Roger says yes, and quips that Alan Funt sent them over. This is a reference to Alan Lunt's hugely popular show, "Candid Camera", the hidden camera show surprising ordinary people with unusual events. It was the original "Punkd" but without celebs.