But Jones, 37, joked that she may have taken something she wasn't supposed to.
"I have her silver, we weren't supposed to take anything that was valued over $100," she said. "The one she like polishes, I have that. I don’t know what I'm going to do with it, but I have it. I would never use it. First I have to polish it."
"Then I took a souvenir ... you know, there was a lamp, that was like two wooden boxes with a frame in the middle that had been sitting on my desk for years and I walked away with that," the 52-year-old actor said.
"Some of the department heads put some things aside for me that they thought would be meaningful," Hamm, 44, said.
"I kept a lot of stuff!" he said. "First of all, I gave a lot of my stuff to the show to put it in. If you go to the museum in Queens and you'll see the chip and dip set that's in the show, that was my parents' wedding present."
Weiner, 49, said he had things like that and took them back after the show. He also took symbolic items from every character.
"I have Peggy's tape dispenser, I took Don's Clio," he said. "I took Roger's bar ... That's the kind of thing. I didn't take anybody's clothes or anything like that. I just wanted a couple of things specific to the show."