Perhaps you're wrapped up too tight in your own little life to see that they aren't without humor. They just don't find things so funny, and they shouldn't. They've all got HUGE burdens to bare and I truly believe back then, having a knee-slapping sense of humor was viewed as being stupid. Peggy wants to be taken seriously as a copyright and now a jr exec., but she's got skeletons the size of Andre the Giant in her closet.
They all want to be taken seriously as not to be taken advantage of. It's working better for some than others.. This show ROCKS!

Don definitely has a sense of humor. It's very dry. I love the subtle little grin on his face when amused.

I like the balance of drama and humor in the show. The drama is what makes it great, though. Peggy wouldn't be Peggy if her best trait was her wit. I love her curt answers and blank, yet sometimes all-knowing looks. Also, I, for one, think Sal is hilarious, and contrarily, wouldn't expect many jokes from Fr. Gill anyway.

The Guys certainly seemed to have a sense of humor at the blood drive. Don would have thought it was amusing if he didn't already know Freddie was on his way out. He certainly thought the story of Freddie was amusing when he first heard it in Roger's office.

Sal's expression when Freddie handed him a glass of booze was hilarious and when Freddie pissed his pants, Sal couldn't stop laughing.

Roger's got a very dry sense of humor. I can't believe he would say some of the things he does and not know the irony. Such as when he suggests that clients think all advertising men drink too much. As he hands Don a drink three-quarters full of straight booze.

I love Roger's sense of humor - he tosses out so many little funny things and just keeps on talking - as when he told Don "Ah, take off your dress" when Don was complaining about his treatment of a client.

Don's humor is very evident also. He frequently makes jokes at the expense of the other guys, Pete in particular. He did find the Freddie situation funny initially and said it would only build on Freddie's reputation when retold appropriately to other ad men.

Perhaps this show is just too subtle and well written for some people to appreciate.

Well don't forget Freddie's Mozart-playing zipper.

Are you kidding? Those guys are always cracking jokes and jabs on each other any chance they get

Oh yes...there is humor in the show, and the characters!
My first post on this Forum was titled Seeing the Humor in MM. It's subtle humor sometimes, but, it's there.

There is definitely humor in the show. However, being able to laugh at jokes and at one another does not a sense of humor make.

Having a sense of humor is about the ability not to take yourself so seriously and being able to laugh at yourself. It comes with self-awareness. Roger, Bert, and Bobbie are the only ones who seem to have acquired this.

Don't get me wrong, I love this show and just wish there was a little more wisdom and a little less soap opera.

Roger is the funniest hack of them all IMO. Ken (Osmond/Eddie Haskell) Cosgrove is up there too.

The characters may purposefully be "immature" but they are "funny" in a certain way. The humor is often a potty-mouth style or insulting, and that may be what you are perceiving as lack of maturity. The boys of Sterling Cooper are wordsmiths--they work in advertising during a age when words were very important (rather than today when images grab more attention) so the funny things they say and do sometimes require a play on words to understand the humor. For example, during the blood drive exchange Paul's comment was a word play. He was being Punny rather than simply Funny. Listen to some of Roger's banter--he does the same thing. :-D

The women, however, are not nearly as funny, and again, that may be purposeful on the part of the writers. Their life situations don't seem to allow for much banter (like at the office) and even then the banter is between male characters, not between male and female characters. Also, remember how in a previous episode during dinner at Sal's place, we find out that Ken's new story is called "The Red Violin." Stop and think about how Ken's idea about a perfect violin that cannot make music compares to women. Not really too funny, eh?

I understand why you may think there is a lacking in the humor department.

However, I remember that grown ups back then really acted the part. They were G R O W N U P.
Not like today where baby boomers (I speak for myself here) see the world in a much different way.
Our parents were taught to hurry and get married and have kids/work/ect. Fun was not an option.