Despite the show’s occasional frivolity, the piece can be terrifying as Cole lets loose with his anger through a letter Davis “encourages” him to write or as he is forced (alongside a teenaged Natalie, who was actually seven at the time) to recite the copy of a potential commercial that is downright racist and condescending. “Madison Avenue is afraid of the dark,” Cole is told repeatedly. Even “Mad Men” wasn’t this damning.