Communication is a key part of Mad Men, thus it makes sense for the telephone to feature fairly prominently - be it to deal with ad-clients, or calls of a personal nature. Several episodes show telephones with RJ (registered jack) modular connectors. These wires were not introduced until the 1970s, and as we know, Mad Men takes place in the decade before. Similarly, early seasons of the show use telephones with a clear plastic finger wheel. These episodes were set between 1960-63, while said wheel did not come into use until 1964. Before then they wouldve been black and white. This may be nitpicking slightly, but then again those are the ridiculously high standards Weiner holds himself and his crew to.