The next time you're at a play or a dance performance in Los Angeles or New York and you're sitting near a tall, broad-shouldered guy in a baseball cap who unexpectedly bursts into tears, look closely. If the cap has a St. Louis Blues logo and its brim is curved in classic frat-boy style, chances are he's Jon Hamm.

The actor, 46, says he has always been an unrepentant softie when he's in the presence of a good work of art. "I'm just blown away by the beauty of it all," he says. "Especially when I see anybody performing at the peak of their ability. I see it, and I f—ing weep."

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Hamm and I are in the midst of a long, candid chat at a restaurant in the Hollywood Hills. I've already assured him I won't spend this entire story comparing and contrasting him with his stoic Mad Men alter ego, Don Draper, which is the main angle of pretty much every Jon Hamm profile ever written. And yet throughout the conversation we can't help repeatedly circling back to that hard-drinking 1960s adman. It was 10 years ago that the then-unknown Hamm débuted in the role, creating an icon of cool, inscrutable masculinity: the bad guy in a good suit whom women couldn't help falling for even though they knew better. Hamm's performance also helped make Mad Men, with its glamorous yet cold-eyed take on power, gender, and seduction, a standard-bearer of TV's new golden age. And although Hamm is a true Midwesterner who's instinctively averse to boasting, he acknowledges being very proud of the show's enduring resonance.

"We all want to be involved in something that takes hold of the culture and makes people sit up and say, 'Hey, that's interesting,' " he says. "Actually, that's all I ever wanted. I never wanted to be a Tom Cruise type of megastar."

For Hamm, life after Draper has come with some inevitable complications, including a few personal ones. In 2015 he split with his partner of 18 years, writer-director Jennifer Westfeldt. How fun is single life for a perennial on those sexiest-man-alive lists? Hamm looks down at the table. "It's fine," he says before adding quietly, "It's hard. It's hard to be single after being together for a long time. It's really hard. It sucks."

Two years ago Hamm did a stint in rehab for alcohol addiction, and although he prefers to keep the specifics to himself, he's outspoken about the benefits of therapy. "Medical attention is medical attention whether it's for your elbow or for your teeth or for your brain," he says. "And it's important. We live in a world where to admit anything negative about yourself is seen as a weakness, when it's actually a strength. It's not a weak move to say, 'I need help.' In the long run it's way better, because you have to fix it."

Meanwhile, Hamm has shown in his choice of projects an up-for-anything openness, shining in supporting comedic roles like that of a wacko cult leader in Netflix's Unbreakable Kimmy Schmidt. This month he turns villainous in Baby Driver, a heist film–cum–romance in which Ansel Elgort's character drives the getaway car for a gang of bank robbers played by Jamie Foxx and Kevin Spacey, among others. Hamm had fun strutting around with his arsenal of guns, but the biggest draw for him was English director Edgar Wright (Shaun of the Dead), who propels the story with innovative editing and musical flourishes, even synching the soundtrack with the gunshots. "Edgar is an original artist, and I just love his work," says Hamm. "Whether his films are commercially successful, I don't give a s— about."

Hamm suddenly excuses himself to say hello to "a friend"—that would be Sean Penn—at a nearby table and returns about 45 seconds later, apologizing for the interruption. With his Blues cap, bro-ish saunter, and generic outfit (a blue American Apparel shirt, black jeans), Hamm goes mostly unrecognized in the restaurant. For much of his life, he says, he's been "oblivious" to fashion, but that changed when he began suiting up for his role in Mad Men. "I started to buy clothes that fit," he says.

Does Hamm pay much attention to what women wear? "I do, man," he says. "I'm a heterosexual male, and I love a lady with style." Aside from a few "ridiculous" fashion trends that leave him bewildered, Hamm likes it when a woman is confident enough to express her individuality through her clothes. "I think anything that serves to accentuate whatever your thing is and makes you feel good shows in the way you carry yourself," he says.

On most fronts these days, Hamm seems determined to tune out trivialities in favor of all things substantive and real. He's one of the few actors he knows with zero social-media presence. "The point of life is not to put dog ears on yourself and post it online for everyone to see," he says. "It's fun, it's adorable, but it's the visual equivalent of masturbating—there's no point other than immediate gratification." (He does have a stealth Instagram account where he follows photographers and artists and a few travel sites, but he's never posted anything.) No personal trainer visits his home in L.A.'s Los Feliz neighborhood; instead, Hamm plays league baseball on the weekends in a public park, mostly for the camaraderie.

And he still gets a lot out of his shrink appointments. Hamm, who lost both his parents to illness before he finished college, says there's some truth to the theory that many actors' careers are essentially lifelong attempts to heal their childhood wounds. "I'm certainly damaged—there's no denying it," he says. "I was talking to my therapist yesterday, and she was newly flabbergasted at something I told her. I think she'd just forgotten it. I was like, 'We've already gone through this!' But if you look at the history of my life, it's not great. When your mom dies when you're 9, and your dad dies when you're 20, and then you live on couches in other people's basements … I mean, there's certainly a version of that person who does not come out of it as successfully as I have."

Hamm says that before his mother died, she imparted some lessons about engaging fully in life: "Be smart, learn, sign up for stuff, play sports, do it all. Be the best that you can be." If that carries echoes of the Boy Scouts motto, it also helps explain Hamm's competitive streak. (On the Mad Men set, he says, he showed up every day thinking, "I'm going to be the best person on this show.") Applying those drives to a Hollywood career can be a tricky endeavor right now, at a time when even movies based on comic books need to be dumbed down for a global mass audience. Hamm says he's eager to start "self-generating" projects in the manner of actor-producers like Brad Pitt and Reese Witherspoon: "These guys find something they want to do, and they take it to Warner Bros. or HBO, and they get it made."

As he sips his third and final cup of black coffee, Hamm ruminates on a few of the larger problems of our era. There's the current surge in anti-intellectualism combined with a growing suspicion of excellence and achievement. ("Curiosity is under siege. It's a bummer.") There's the new U.S. president and the chaos in Washington. ("A disaster—a real disaster.") And, on a personal note, there are the paparazzi who still stalk Hamm in Los Feliz from behind their cars' tinted windows, hoping to catch him picking his nose.

It's all enough to make one wonder: What would Don Draper do? But Hamm, a self-declared optimist and "believer in the human spirit," knows that Draper is just about the worst role model of all when it comes to interacting with real, live people.

"I may be a narcissist in the way that most actors are," he says, "but I think it's not to the detriment of those in my life. I try to be a good friend, a good partner, and all that stuff. I'm not perfect, and it hurts when you hurt other people. But the hope is to find the right balance so you can care about your own stuff enough to live your life and do your job well while also not being a monster."

For more stories like this, pick up the July issue of InStyle, available on newsstands and for digital download June 9.

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