John Slattery and Amanda Peet team up for a big secret in a new show, 'The Romanoffs'

Why John Slattery's brother says that he dresses up like "Mad Men's" Roger Sterling.
6:14 | 10/30/18

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Transcript for John Slattery and Amanda Peet team up for a big secret in a new show, 'The Romanoffs'
These two stars have kept us glued to the TV and movie screens for years. Now they're teaming up on "The romanoffs." Let's look at a clip. I can't hear you. Where are you? I had a dream that she had a baby. It was a boy by the way. We know that already. Really? So how is she? Serene, like a boa constrictor digesting an elephant. Give it up for John Slattery and Amanda Pete. Welcome you two. I have a question for you guys. We were discussing whether we would sleep a night in a haunted house. If you had the opportunity to sleep one night in a haunted house, would you do it? It depends who you're with. No. That's the mistake they make in every horror movie. Should we stay the night? They do and get chopped up. You have to spend the night with a person you're faster than. Because that's the only person you have to outrun. Don't be the last guy out of the house. Halloween is tomorrow. Do you dress up with your families or just the kids? Are you going to dress up? I'm not going to dress up so much. My son is in college. His trick-or-treating days are behind him. So is will. You can trick-or-treat well into college around here. David loves -- my husband loves Rick and morty. So he's going to be pickle Rick. So he's going to be an enormous green pickle. You must be proud. We got it. I'm not even going to ask about the kids. John, your character Roger sterling we loved on "Mad men." He inspired a lot of Halloween costumes. Have you ever had any Roger sterlings come up to you? Yeah, a lot of them. A lot of who am I? My brother -- I love these pictures. A lot of "Mad men" Halloween parties. Your brother? My brother looks like me and dresses up for work and said he's sadly Roger sterling every day. No. Oh. Ah. Hi, Pete. Happy Halloween. Amanda, your green pickle of a husband -- That doesn't sound right. He's the creator of "Game of thrones." He is. I'm a huge fan. Does he get a kick out of all the -- "Game of thrones" costumes are everywhere. Yeah. Especially in the beginning they couldn't believe that was happening. We're mostly with our kids now who are younger. We don't see the "Game of thrones" characters where we trick-or-treat. The younger generation, unless you're doing that to your child, they're not going to see that. That whole show is surrounded by a lot of secrecy. Being that he created the show, he knows what's going on. Do you know what's going on and, if so, can you give us something? I could, but then I would have to kill you. I'm willing to take the chance. Just him? Let's get the info. I want to talk about "The romanoffs." What an amazing show, an interesting concept. It follows the story of the people who believe that they're descendents of the romanoffs. Each episode takes place in a new location with a new cast and new adventure. What can you tell us about this episode that you guys did? Everyone loves it so much. They said it should have been the first episode. Really? They said that? Yes, they said that. Without giving away -- there's sort of a larger secret within the episode. I play a character who wrote a book about the Romanoff family upon which there's a TV series made. In the third episode they shoot a TV series based on the book I wrote. She and I have known each other a long time. There's a secret. I'm about to be a grandmother. This is on the show, not in real life. That was an interesting response. It was like ahh, whoa. Sexy grandma. There's a secret about the real parentage. I'm like the people. Oh! Ooh! To avoid the actual secrets of the show, have you ever traced your own lineage? I did the -- not 23 and me. What's the -- Ancestry.com. Yeah. I got you're Irish. No kidding. 99.9% Irish. I think I come from like horse thieves. We've been here for a long time. I think we ran out of Ireland a long time ago. That's all I learned. I haven't gone way back. My great grandfather, his name was Roxie rothefell. What a great name. He designed radio city music hall and invented the rockettes. That was not what was on my 23 and me. That is much cooler than Irish horse thieves. Designed radio city and the rockettes and we have horse thieves. Story of my life, man. You guys are fantastic on this show. Everyone is loving it. Thanks. You can all check it out. There are new episode of "The

This transcript has been automatically generated and may not be 100% accurate.

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