Mad Men feels like a sort of different case to me, because it's a show that very deliberately works on both levels. The episodes are self-contained enough that

Mad Men feels like a sort of different case to me, because it's a show that very deliberately works on both levels. The episodes are self-contained enough that they work even if you haven't seen the whole series, but there are a lot of subtleties and dramatic ironies that you can only catch if you've seen the whole thing. It's hard to achieve that balance; my guess is that in the future most shows will aim one way or the other.