In Season 1, Episode 7 “Red in the Face," we see Don and Roger enjoying an evening drink at a crowded bar. This bar is actually the Oak Room Bar, in the famous Plaza Hotel in New York, located on 5th avenue and Central Park South. The bar is one of the most well known martini bars in New York, originally opened in 1907. The bar was designed by Henry Hardenbergh and originally only allowed men to frequent it. It was closed during the Prohibition era and then re-opened in 1934. The Oak Room Bar is still opened today, and considered to be one of the best hotel bars in the New York. It’s no surprise Don and Roger would go there for their after work cocktail, only the best and most elite hang-outs are sufficient for these Mad Men.
Links referenced: "Oak Bar Photo Gallery" and The Oak Room.