There was a definite theme to this episode of Mad Men: characters tried to be people they were not.
For example, Pete was lonely during a hot August weekend alone. With Trudy away, the insecure husband wanted to play. He ran into his neighbor's nanny in the hallway and ended up helping her out of a sticky situation. (She had spilled wine on her boss' dress and Pete went to exchange it for her.) He later got drunk, knocked on her door and slept with her.
Could Pete pull off this attempt at being like his quasi idol, Don Draper? Not exactly. The nanny's male boss confronted Pete about it the next day and barely even seemed to mind. He just advised Pete to find mistresses outside the building. Still, it was clear Pete was shaken up. When Trudy arrived home, and tried to make love to him, Pete's guilt almost led to tears and she understood what that meant.
At dinner the next day, Trudy tried to be like the old Betty and play the perfect housewife anyway, but Pete couldn't live with the unspoken tension. He took his wife's hand and said he never wanted her to go away without him again. This seemed to placate both sides of the couple.
Meanwhile, when Pete went to exchange the aforementioned dress and asked for the store's managaer, guess who appeared: Joan. As viewers know, she needed a job and took this one. But she cooly told Pete it was just a matter of filling in for a friend and getting some clothing out if it. She played it off well - this calm, collected person that she really isn't these days - but when Pete walked away, Joan was clearly mortified.
Early in the episode, Betty made out with Henry Francis. He had helped her and her friends delay the Pleasantville water tower project, walked Betty to her car, made his feelings clear and then kissed her. She was definitely into it.
That same night, though, she told Don she wanted to accompany him on a business trip to Rome. Once there, the Drapers were the happiest we've ever seen them, but it wasn't a natural happiness. Betty got all dolled up in a unique fashion and she and Don even pretended as though they didn't know each other prior to meeting Conrad Hilton for dinner one night.
The pair had fun, had lots of sex and appeared to be doing better than ever. Don certainly felt this way whey they arrived home. He even bought her a pendant from Rome, but he wasn't prepared for Betty's reaction. She was depressed, back in the life that no longer made her happy. Upon seeing the gift, she said thank you: it will give her something to show people when she talks about the story of when she and Don went to Rome.
To Betty, this is merely a story, a fantasy that is now over. She's once again stuck back in a reality that makes her miserable.