This might be interesting, Smithsonian channel http://www.smithsonianchannel.com/shows/the-real-mad-men-of-advertising/1004709
For viewers in the UK it's scheduled as part of BBC4's Storyville thread later this year.
I think it's already been aired a number of times on BBC4 and was made to coincide with when they had the first couple or three series of 'Mad Men'. So quite a while ago now...Have seen it but can't remember much about it. Possibly one of those that starts promising then veers off....