When Don Draper and Pete Campbell drop off Edwin Baker, senior VP of Public Relations for Jaguar, after a night of debauchery, in real life they're outside the Oviatt Building (and Cicada restaurant) in downtown Los Angeles.
The Oviatt and Cicada are actually a popular spot for the "Mad Men" location scouts. Here's a pic of Don and Roger Sterling from last season, when an episode was shot inside:
