Mad Men is a show about reinvention and regret. Our hero, Don Draper, pulls himself out of an abusive, impoverished childhood and becomes a successful ad man on Madison Avenue. He has it all, yet he always wants more.

Season 7 (Part 2) of Mad Men opens as Don is in the throes of his second divorce. He is back to cavorting around the city with Roger Sterling, and apparently juggling so many women that he’s hired a service just to manage all of their calls. Of course, any dedicated Mad Men viewer knows all too well that this parade of women doesn’t amount to happiness for Don Draper. They’re distractions, sure to give way to the torment lurking just beneath the surface of his polished veneer.

As anticipation for the final season of Mad Men built, so did the question of who would appear in these last episodes. There have been so many characters weaving in and out of the narrative over the years, many of them women in Don’s life. Midge, Suzanne, Bobbie Barrett, Dr. Faye, Sylvia—each affair meant something different to Don, because each represented something about his character and the way he saw himself at that time. And no affair meant more to Don than his brief time with Rachel Menken.

When we meet Rachel in Season 1, she is hiring Sterling Cooper to re-brand her father’s department store, Menken’s. Menken’s is old, reliable, and Jewish, and Rachel wants more for it. She wants higher-end, glamorous customers, Jewish and non. She is demanding and forward thinking. She runs every meeting she’s in, convincing her father and the men at Sterling Cooper what’s right for the business. It’s made clear that she has chosen work over marriage, and that she gets great satisfaction out of her job. Audiences fell for this smart, independent woman right away, as did Don.

Of course, Don falls for many, many women. Rachel turns him down when he suggests they fly away together, correctly guessing that Don is just trying to escape his life. Rachel isn’t willing to leave her family and her work, and she balks at the idea that she may just be a pawn in his half-baked plan to run from his problems. And yet, when asked who fans most often lament as “the one who got away,” series creator Matthew Weiner cites Rachel Menken.

Any fan hoping for the return of Rachel Menken gets their wish in this week’s premiere of the final season: she appeared before Don in a fur coat, a striking, welcome sight. Then we’re dealt a series of blows: Don is dreaming, and Rachel has died. When he appears at her Shiva, Rachel’s sister tells him that Rachel “had everything,” as her children and husband appear in the background. The subtext here is of course, “Rachel had everything, and she had it without you.” Don blew it, and now he can’t ever win her back. That door has closed, once and for all.

So why is it that Rachel so strongly resonated with audiences, and what’s the significance of her reappearance and death? Sure Rachel was beautiful, but so are all of Don’s women. She was a career woman, like Dr. Faye and Bobbie Barrett—nothing too unique there. She was Jewish, but so was Roger Sterling’s second wife, Jane.

Like Don, Rachel dealt with Otherness her whole life. Unlike Don, she was born wealthy. And yet, she is different from, say, Betty in the way she wears her wealth: Rachel knows that her father worked hard for his money, and that she owes her lifestyle to his ambition. Her mother died in labor, and she and Don bond over their difficult childhoods. That’s an important part of Rachel’s appeal: chic and clearly of means, Rachel never seems to take her position for granted and continues to work hard for her family business when one imagines that she could easily live as a spoiled housewife. Rachel is grounded and practical, and she remains the only one of Don’s girlfriends to reject him.

Though we (and Don) learn that Rachel marries member-of-the-tribe Tilden Katz after moving on from Don, she resonates so strongly with viewers that the show’s creators see fit to bring back her character with just a few episodes left in the series. Why? To let us know that Don has never forgotten her. To confirm that two divorces and countless affairs later, Don still thinks of what might have been with Rachel, had he done things differently. At her traditional Orthodox Shiva, we see Don glimpse once again the mysterious link of comfort, family, and faith that Rachel’s Judaism represented to him.

Interestingly, there are several historical precedents for the character of Rachel Menken: Sally Milgrim, Carrie Marcus Neiman, and Beatrice Fox Auerbach all ran successful midcentury department stores. I thought of them while watching clips of Rachel and Don touring Menken’s as women in feathered hats and elbow-length gloves bustled by. Retail allowed these women to assume positions of power at a time when there were very few business opportunities afforded to women. It’s a fascinating corner of Jewish women’s history, one I’m glad Mad Men, in all its brilliant period specificity, has explored.