Jared Harris made his second series exit of the television season last weekend on AMC’s Mad Men. The first, a few weeks back, was from Fox’s Fringe, where his David Robert Jones — suddenly revealed to be not the mastermind behind the show’s collapsing universes but only a pawn in William Bell’s (Leonard Nimoy) twisted game — literally crumbled to dust on a Boston rooftop.

His departure from Mad Men, which wraps up its fifth season at 10 p.m. Sunday, was not exactly a surprise, given his character’s season-long struggle to get out from under a financial misjudgment and ethical blooper. Certainly, from the time Don Draper required Lane Pryce’s resignation for forging his signature on a check, it was all but a fait accompli. And yet it came as a shock: I felt until the end that things might still work out, because I hoped they would.

I’ve loved Harris’ work since I saw him in Mary Harron’s 1996 film I Shot Andy Warhol, in which he played an unusually convincing version of the pale-faced, silver-wigged pop artist. There, as elsewhere, he found the person in the part: No matter how few notes or brief a tune he’s given to play, Harris works them, with subtle grace notes and ornaments, into something memorable, complex and true.

A player of great range (other real people he has played include Henry VIII and John Lennon, with Ulysses S. Grant coming soon in Steven Spielberg’s Lincoln), his default is an elegant intelligence. A lilting voice with a fine, saw-tooth edge inherited from his father, the late Richard Harris (Dumbledore No. 1), is his primary instrument.

But Harris is also that valuable thing, an attractive character actor — not pretty in the way of modern leading men, but more handsome than he lets himself seem, and able to call on the authority of his looks.

Indeed, both Jones and Pryce were dashing in their way, folding their very different complications into a carapace of British politesse and understatement. Yet each also created tension: Jones because you knew bad things were going to happen to characters you cared about whenever he arrived; Pryce because you cared for him and feared for his tenuous happiness.

Introduced as the bean-counting representative of an occupying foreign power, Pryce became the hero that liberated them and grew into one of the warmer and more sympathetic characters on Mad Men, one who wanted a better and not merely a more successful life. I rooted for him until the end.

So farewell, Lane Pryce; goodbye, David Robert Jones. I will miss you both. Happily, your actor will go on.