In the "Inside Episode 506" video produced by AMC, showrunner Matthew Weiner says that Peggy's actions during this episode (pitching a campaign to a client; insulting the client's taste in a confrontational way; going to a movie in the middle of the workday; having an anonymous sexual encounter) represent her idea of what a typical day in Don Draper's life must be like. Weiner says: "Peggy has this moment where she tries to be Don and fails, and then goes and has Peggy's version of Don's day: sexually irresponsible and drunk and working."
In the first 5 minutes, Ginsberg says that he loves Howard Johnson's clams. This is a subtle joke in reference to a book, "The Clam Plate Orgy," which was an exposé about how American advertising agencies were using subliminal advertising to manipulate consumers into buying products. The title refers to an advertisement for Howard Johnson's fried clams that allegedly showed an orgy in progress, complete with numerous varied sexual acts, which was not consciously visible to diners that looked at the photograph.
Matthew Weiner said in an interview for amc.com that the structure of this episode was inspired by several Max Ophüls anthology films that tell different stories in the same movie; these include La Ronde (1950) and Le Plaisir (1952).
Roger pages through a magazine during his LSD trip and comes across a 1966 advertisement for hair color. The gentleman in that ad is Ted Knight, for Great Day hair color by Clairol.