What does happen at the end of this final season is known only to a very tight circle around Weiner.
Does Slattery think Weiner is giving himself a lot to live up to? "No, I don't," he says. "I don't think anybody is going to give this thing the thumbs-up or the thumbs-down based on the last few minutes of the last episode. I think that's absurd. People who have watched the show for years aren't going to turn on it because they don't like the last few minutes, or the thing isn't going to be turned into a classic because of the last few minutes. The most important part is the journey."
And Roger - a character who Weiner says most closely resembles himself - has been on one of the strangest journeys of all, including two marriages, one child with his mistress, Joan, and an LSD trip. Did the acid storyline surprise him? "I found it very funny at first ... you'd think it ridiculous that Roger, arguably one of the more conservative - or, at least, establishment - figures would be the one to try this. But then I think it resonated because it made sense because he's always been searching for something."
Slattery directed five episodes himself, and in 2013 he directed his first feature film, God's Pocket, which also happened to be his friend Philip Seymour Hoffman's final released picture - a tragic circumstance that laid heavily on the film's reception. "The movie was a comedy and I was happy with it, but it changed people's perception," he says of Hoffman's death from an accidental drug overdose.
"More importantly it changed people's lives."
Since hanging up Roger's dapper suits, Slattery has reprised his Iron Man 2 character Howard Stark in this summer's Marvel Comics-inspired blockbuster Ant-Man.
He's been married since 1998 to actress Talia Balsam (George Clooney's ex-wife), who plays Roger Sterling's former spouse, Mona, in Mad Men. Slattery says he wished he and Mona could have stayed together in the show. "As you can imagine there's a lot of history there that you don't have to fake or cook up, and I think it's a funny dynamic those two." Back in 2005 he originally auditioned for Don Draper, unaware that Jon Hamm had already been cast. In the event Slattery and Hamm hit it off from their first day of filming.
The friendships forged over 10 years were one of the reasons that Slattery says he was hit hard when shooting wrapped on the last episode.
Not that he wants to co-star with any of his Mad Men colleagues for a while. "I think we've been offered things with each other, and you think, 'I've just finished working with this person for 10 years ... maybe I should work with someone else'."
He will however be spending time with Roger Sterling's lamp, which he took as a memento. "I wanted to take the desk itself but it wouldn't fit through the door," he quips, in true Sterling style.
TV profile
Who: John Slattery, who plays Roger Sterling in Mad Men
When and where: Tonight, 7.05pm, SoHo.
- Independent