World War II is a defining experience for Roger Sterling; in many ways, the defining experience, the one he never gets over. He is never able to heal from that experience, and his worst behaviors are often associated with it.
He talks about his service as far back as Season 1, and Red in the Face is perhaps the first example of bad behavior tied to Roger’s status as a veteran: He drunkenly hits on Betty in the course of telling war stories.
It stays subtext, though, until Season 4. In The Chrysanthemum and the Sword, we find Roger still fighting the war. In Season 5, Christmas Waltz gives us a Roger who is drunk early in the day because it’s Pearl Harbor Day.
When we talk about Roger, we talk about his wit, his sense of entitlement, his silver spoon, and how we love him in spite of himself. We should also include this side of him, because it’s a consistent through-point.