In case you were wondering, all signs indicate that Don Draper, when not occupying his Manhattan hotel doghouse or traipsing through coke communes in SoCal, lives in Ossining. He takes Metro-North each day (thought it may have been called ConnRail or somesuch back then), then drives home to his manse in the Chilmark section of Cheever Country known as Ossining.
I missed the premiere last night but will watch it tonight.
I Believe back then it was the New York Central Rail Road. it was their Hudson line commuter division. in the late 1960′s NYC was merged with the Pennsylvania RR to become Penn Central which went Bankrupt a few years later. Conrail took over from there and then finally Metro-North in the early 80′s.