Several notable franchises have opted to take the feature film route. Firefly -- a cult classic sci-fi series that was cancelled after one season -- lived on in the form of the 2005 film Serenity. And as mentioned, HBO's Entourage is continuing its story line in the upcoming feature due out June.
But for Hamm, he feels that Mad Men works better in its current medium.
"I think there's a lot of very talented filmmakers out there," Hamm said. "But I prefer Mad Men as a television show."
"I think it's been a pretty special, creative experience and I think that you don't get those very often and when you do it's important to celebrate them and remember them very fondly," Hamm said. "And so I think saying goodbye to anything like that is quite difficult."