'Mad Men' Series Finale Exclusive: Go Behind the Scenes on the Final Day of Filming

"It was a very strange, hopefully proper, hopefully therapeutic process," Jon Hamm (with John Slattery, left) told PEOPLE of the final days on set. "Everyone wanted to be there for the end ... and register it and be like, 'This happened.' "

A tearful Hendricks hugs the show's creator and executive producer Matthew Weiner. The actress – who told PEOPLE her life "pretty much changed in every single way" since scoring the role of Joan Holloway Harris – has "jumped into another job on Another Period on Comedy Central, but I really moped around for a month and a half after. I just let myself feel it, I needed to."

"What I felt was, I'm the teacher and everybody's graduating," Weiner said (shown here with Hendricks, Hamm and Vincent Kartheiser). As filming wound down, "Everything is so gradual," he said. "I had like five months ahead of me [in post-production] ... so I kind of delayed the end."

"In terms of the actors, whose life changed the most? Kiernan [Shipka]," Weiner said of the 15-year-old, who was 6 at the start of the show.

January Jones and Weiner share a cheerful moment on set, but Jones insisted that her last day was: "I've never been so attached to someone, or played someone that long," she said. "It was like someone was dying." When her character Betty was diagnosed with cancer, Jones' lament became more than just a metaphor.

Hamm's scenes in the Oklahoma motel might've seemed lonely on screen, but viewers often forget that there's a big production crew on hand behind the scenes. "There were a lot more people around because everyone was kind of done and like, 'We're still at work but there's nothing to do,' " Hamm said. "The significance wasn't lost on anyone."

"It's been nine years of our lives," said Elisabeth Moss, who started playing Peggy Olson when she was just 23. "To bring that to a close is definitely something that feels big ... You change a lot in your 20s."