Flash forward to the 2000s, He is in a hotel room, just got back from Betty's funeral where his kids still won't talk to him. Don starts to undress, he is an old man, even doing that is a struggle.
He gives up half way and sits on the edge of the bed. The TV remote is right next to him. He turns on the TV and sees a bunch of "viral" garbage ads. He turns off the TV in disgust. Sitting at the edge of his bed, all alone reflecting on his life and the state of the world, where we now get some flashback scene which makes up most of the episode.
At the end of the flashback, we now see his children don't talk to him, never seen or spent any real time with his grand children, anyone who he ever respected, loved or cared about is now dead. He is tearing up, but starts to toughen up, gets up, straightens his tie, pours a glass of Canadian Club, drinks it slowly and walks out of the room.
Walks through New York in his London Fog raincoat, passes Menkins which is having an out of business sale, sees a Chevy on the road, gets to Time Square where he stares at the ads, and see an old news stand that still has an old ad for Kodak painted on its side. Stops and buys a Hersey bar. He feels something in his coat when looking for change, it is his last pack of Lucky Strikes, pulls out the last cig, lights it up.
Heads to Madsion Ave and the old time-life building, rides the elevator to the top. Quick cut to his face, finally smiles, jumps off the roof, title screen that opens the show closes it, as real life fades to the sillhoute opening.