The Roger Sterling actor told Assignment X that the Mad Men cast have grown accustomed to their characters' often shocking decisions.
"I think with each season the tone changes," Slattery said. "I think it thematically changes, the progression of the show chronologically. I think that's what makes it good. We rebuilt the agency, we started again."
The star continued: "Each character goes through ups and downs and I think it continues in that fashion. Nothing is written in stone. All these characters are very complicated. So it isn't about one thing or another."
Slattery also suggested that the constant "changes" in Mad Men's characters is part of the show's allure.
"Some characters [change] and some characters don't. As do people," he explained. "Some people wear the same uniform their whole career. Some people can't wait to see what the next fashion trend is and go with it. So that's worth watching for."
Mad Men airs on AMC in the US and Sky Atlantic in the UK.
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Watch a trailer for the fifth season of Mad Men below: