One of television’s most celebrated series returns to the air on Sunday. Mad Men is set in 1960s, revolving around the lives of Madison Avenue advertising executives, their families, their mistresses, and their secrets. Powerful screenwriting and acting has made it a darling of critics, a perennial award-season favorite, and a deeply loved show by its raving fan base.

But it’s a hard show to watch. In the opening episode of the series, we’re introduced to Don Draper (played by Jon Hamm), the tall, dark, and handsome creative director at Sterling Cooper, a small but thriving advertising agency. In the episode he’s adored in the office, adored by a beautiful woman in Greenwich Village, and adored by his clients. The shock of the episode comes when he arrives at his beautiful suburban home, where his wife and children await him. Throughout the show, we see that Don is living with secrets, some rooted in a tragic childhood, some rooted in his own weakness and cowardice. Each character in the show, we discover, hides similar secrets, and the glamorous veneer of wealth and prosperity hides a sad and lonesome underbelly of insecurity, lust, and lies.

Why does it work? Why do we tune in to stories with this kind of grim story arc? Here are four possible reasons.

1. All Our Favorite People Are Broken

There’s a song by Over the Rhine called “All My Favorite People.” One verse muses:

Cause all my favorite people are broken

Believe me, my heart should know

As for your tender heart, this world’s going to rip it wide open,

It ain’t gonna be pretty, but you’re not alone

This idea seems resonant with Mad Men—-a broken world full of broken people. We don’t know anyone whose lives resemble the stories in sitcoms and Hallmark movies, where the endings are always happy and the loose ends are always tied off. Instead, we live in a world where people we love do stupid things, and their consequences spread like kudzu.

Mad Men‘s genius writers, actors, and producers make depraved people deeply lovable. This is the way the world works. All of our favorite people are broken (including us), and we have a natural sympathy for fellow sinners. We empathize with Don’s weakness. We’re compassionate towards Betty’s fury. When we’re most truthful, we wrestle with what we’d do in their shoes.

2. Money, Power, and Sex Don’t Satisfy

Mad Men sometimes feels like the book of Ecclesiastes. It appears that these people have everything they could ever want, but social status, power, wealth, and glamorous sex lives don’t make any of them happy. Instead, their worlds unravel before our eyes. Each of Don’s conquests with work or women leave him more restless and lonesome. Peggy’s great sin in season one hangs over all of her achievements like a storm cloud. Pete Campbell’s insecurity drives him to attempt to live like Don or Roger Sterling, and each time he lives out those impulses, they break him. Men nearly worship Joan Harris, the redheaded bombshell, but she lives a miserable and isolated life.

Many movies and TV shows climax with some sort of victory. The protagonist works throughout the story towards some golden carrot—-a financial score, a war victory, winning a woman’s love, or getting married. Mad Men shows that what we expect to make us ultimately happy lead to a greater sense of hollowness and emptiness.

3. Voyeuristic Phariseeism

The show appeals to our inner Pharisee. We love watching the mighty fall.

Many fan-favorite shows work on a similar principle. The producers of reality television shows know that abrasive and caustic personalities actually make the show more appealing. We love to root against the arrogant blowhard on Survivor, The Great Race, and Top Chef. Shows like Real Housewives and Jersey Shore seem to operate solely on this principle.

For Mad Men, it’s a fine line. There’s a sophisticated critique at work throughout the show, deconstructing the racist and chauvinist attitudes of the 60s, hinting at the ways those attitudes persist today. Only one woman works above the secretarial pool at the office, and there are no African Americans or Jews in the leading cast of characters. Some have suggested that Matthew Weiner, the show’s creator, has deliberately structured the cast this way to deconstruct the white, Anglo-Saxon, and Protestant centers of power in American culture during the 20th century.

Whatever the motivation, the 99 percent tend to take a certain amount of twisted pleasure in watching the 1 percent stumble, struggle, and ultimately fall. Mad Men encourages such judgment, ripping back the veneer and showing us how sad the world is behind the tailored suits and manicured lawns.

4. Defining Moments

The background of the show includes the great issues of the 1960s: the Cold War, Space Race, Civil Rights Movement, Sexual Revolution, and Vietnam. Just as the lives of the characters are in a boiling upheaval, the world around them undergoes radical change. It makes us feel like we have a front-row seat for history, especially for folks (like me) who weren’t around for the first time. Audiences love the fashion, the jaunts into jazz clubs and beatnik parties, and the tie-ins with landmark moments like the Cuban missile crisis.

Mad Men‘s audience is the 9/11 generation, and it’s difficult not to think of 9/11 during the show’s opening credits, as a silhouette in a suit falls from a skyscraper. It’s been a tumultuous 10 years since that fateful day, with political polarization, two wars, and a changing social landscape.

Perhaps we love the show because it allows us a way of thinking about many of our own issues through the lenses of the 1960s. Perhaps, again, it’s much like Ecclesiastes, reminding us that the turmoil of our days isn’t unique, that there’s nothing new under the sun. Though very little has been leaked about the upcoming season (they are notoriously secretive about the plot lines of the show), we can be assured that as one of television’s most beloved and dark shows returns, people will tune in.

It is occasionally suggested that people don’t believe in sin anymore, that morality is relative in a pluralistic society. It’s remarkable, then, that a society as deeply pluralistic as ours has so completely embraced a show with such a strong moral tone as Mad Men. It doesn’t preach a certain kind of behavior, but it clearly demonstrates the consequences of failure. Maybe that tells us something about the common ground we have with the culture around us. Perhaps if we could all see the ways that we’re sin-sick like Don Draper—-a tangled mess of lies, impulses and self-deception—-we could more easily see how desperate we are for a Cure.