Second appearance of character Conrad Hilton, but the first in which viewers learn his surname. Hilton entered the hotel business somewhat unexpectedly, buying his first hotel in 1919, and found it profitable enough that he continued to build more properties, expanding outside Texas by 1939 and moving international by 1949.
Action takes place on July 1, 1963 and July 2, 1963.
Joan mentions the Prime Minister of England having a thing for prostitutes, and is corrected by Englishman John Hooker that it was John Profumo, the Secretary of State for War. He had an affair with Christine Keeler, a 19-year-old would-be model. This was referred to as the Profumo Scandal.
Continuing The Sopranos/Mad Men connection, the title of this episode is similar to The Sopranos epsiode, "Guy Walks Into A Psychiatrist's Office" (Season 2, Episode 1).
The Barbie that Betty gives Sally as a present is a 1963 Bubble cut brunette basic Barbie with a red swimsuit.