By Aly Semigran
Feb 12, 2015 @ 8:59 am

Brace yourselves, Mad Man fans, because Elisabeth Moss just shared the greatest Don and Peggy storyline there never was. The actress visited The Late Show with David Letterman on Wednesday, where she talked about recruiting her co-star and friend Jon Hamm to teach her how to play baseball in preparation for when she had to throw out the first pitch at a Chicago Cubs game. "We went to Central Park and he coached me," Moss told host David Letterman, adding, "Nobody saw us, which is weird because it's Don and Peggy playing baseball in Central Park and no one cared."

While we'll never get to see Don and Peggy's day in the park, Moss and Hamm's sporting adventure was  a successful one because the actress said that she didn't bounce the ball when she took the mound at Wrigley Field back in 2012.

Okay, so there will likely be no Don/Peggy training montage in the upcoming seventh and final season of Mad Men, but at least tell us, how does it all end? Moss admitted, "I remember how part of it ends, but I don't remember what happens in any of the [final] episodes." April 5 can't get here soon enough.

Watch Elisabeth Moss chat with David Letterman about everything from the pressure of throwing out a first pitch at a baseball game to working with The Natural himself, Robert Redford, by clicking on the video above.