Betty and the Fitzgerald stories: Babylon Revisited and Other Stories
Betty Draper (January Jones)
Arthur Case recommends 'The Diamond as Big as the Ritz' in this episode, and Betty is later seen with the collection. The story is about a family sitting on a mountain-sized diamond and hiding it from the world. Betty already lives in a house with a secret that size.
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The book

Babylon Revisited and Other Stories
Scribner's 1960 collection of Fitzgerald stories, named for the one about a father trying to win his daughter back from her aunt and uncle. Fitzgerald wrote 'Babylon Revisited' in 1930, and Don, as a father with a secret, should read it twice.
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Paused Tuesdays
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Also in Mad Men
All 26 books
Joan returns the office copy: Lady Chatterley's LoverS1 E3
Don's bedtime research: The Best of EverythingS1 E6
Don's Israel homework: ExodusS1 E6
Bert's recommendation: Atlas ShruggedS1 E8
Don's bar find: Meditations in an EmergencyS2 E1
Peggy's mother and the library copy: The Agony and the EcstasyS2 E2
Joy's morning after: The Sound and the FuryS2 E11
Sally reads to Grandpa Gene: The History of the Decline and Fall of the Roman EmpireS3 E3
Lane at the hospital: The Adventures of Tom SawyerS3 E6
Roger on Ogilvy: Confessions of an Advertising ManS3 E7
Betty in the bath: The GroupS3 E10
Sally's Newbery winner: The Twenty-One BalloonsS4 E5