(CBS) Jon Hamm plays the intense, conflicted advertising executive Don Draper on AMC's hit show "Mad Men," but off-screen he's feeling pretty good. He's already won a Golden Globe for his role, and recently the show topped the list of Emmy nominees with 16 nods including one for Draper.

He got the good news from his agent, shortly after arriving in New York on an overnight flight from Los Angeles.

"I have to give her credit as it was 5:00 something in the morning. She was up and watching the thing," he told Early Show substitute co-anchor Lara Spencer. "It was awesome."

The show is set in the world of New York's Madison Avenue in the early 1960s. Hamm believes the audience is drawn to the show for a variety of reasons.

"I think a lot of people really have a personal connection to the show whether their parents or grandparents or themselves have lived through this particularly interesting period in time," he said. "But also, I think, there's a sort of vicarious living. I think that there aren't a lot of people who are crazy New York socialites but that didn't stop people from loving 'Sex And The City' and that kind of thing. I think a lot of people like to live vicariously."

Hamm said that it's fun to play the brooding Draper.

"(It's) very much fun," he said. "We are amazingly blessed with some really great writing and great storytelling. And it is kind of deep and dark and there are a lot of layers to the story. So it's exciting. I mean, again, it takes this amazing city in a time, I think a lot of people haven't really seen a lot of and really explores it deeply."

Season two will reveal more about the show's characters, Hamm said.

"(There will be) more of these characters kind of behaving maybe not so appropriately in their world. So I am excited," he said. "We're in the process of shooting episode 10 of 13, and I am excited to see how it ends."

"Mad Men" returns to AMC Sunday night. Season one is already available on DVD.

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