(Photo: Zachary Scott. Styling by Estee Stanley at The Wall Group; hair by Marcus Francis at The Wall Group; makeup by Rachel Goodwin for Chanel at The Wall Group; nails by Ashlie Johnson for Chanel at The Wall Group; earrings by Craig Evan Small Estate Jewelry; dress by Palace Costume.)

All Paré knew when she finally got cast was that they’d been looking for a brunette. She waited all night for her first script to arrive, and when it did, she had one line: “Yes, Joan.” Paré was thrilled. “Picture me at the table read, quietly looking at Jon Hamm and Christina Hendricks. I was freaking out. I was like, ‘Yes! Joan!’ ” It had been Weiner’s plan all along to introduce an office girl, Megan, who would marry Don. He, of course, did not tell Paré. “Every time I did an episode, I didn’t know if I would be back,” she says. “I was just happy to sit in the background if they did a scene in the reception area.”

Then suddenly, job insecurity set in when Don took a romantic interest in her—the surest sign on Mad Men that your character may not be long for the show. (After Megan’s first kiss, the show’s costumers told Paré, “It was nice knowing you.”) Between Don’s history and Weiner’s sadism, there was no guarantee of a wedding, or even that Megan would return for season five. During the anxiety-filled, post-proposal months when Weiner and Mad Men’s network, AMC, were locked in contract negotiations that threatened the show’s future, Paré kept her expectations low. “I kept saying, ‘Two words: closed casket,’ ” she says. “It opens on a closed casket. Pan up to Don, bereaved, winks at a blonde down the aisle. Bye-bye, Megan.”

As of this writing, at least, her character is on a roll. After Megan’s commercial pitch saved the Heinz account for Sterling Cooper Draper Pryce, she quit copywriting to pursue acting. But as always, there’s an undercurrent of danger: Don recently ditched her at a Howard Johnson’s after a fight, and then chased her around their apartment in a rage. “It’s pretty volatile the first year of any relationship,” says Paré, who reportedly wed producer Joseph M. Smith, in 2007, but tells me, “I was married, I’m not married now.” She talks as if she’s coming back for next season, though, she points out, “we all know this is not a show about Don Draper being a happy, healthy man.”

Paré wouldn’t have it any other way. Her favorite authors are “bleak, depressing” ones like Kafka and Camus, she says as we walk to a bookstore. She also likes to play morose songs like the Lemonheads’ “My Drug Buddy” on the ukulele, and tells me she came to meet me “straight from therapy!” The Howard Johnson’s episode in particular spoke to her because “it underscored how ultimately we all just live and die alone,” she says, flashing those teeth. “Ah, what a job.”

Related:

• Archive: “Cover Story”
• Articles by Jada Yuan
• Table of Contents: May 21, 2012 issue of New York | Subscribe!