"Thanks to Mr [Matthew] Weiner, who wrote this horrible person all the way through to the end of this incredible ride and picked me to play him," said Hamm, 44, while accepting the award, his second for the role that won him his first Globes statuette in 2008.
"Also thank you for not taking my suggestion and ending the entire series on Chumbawamba," he joked.
The actor was up against Rami Malek of "Mr Robot", Wagner Moura as notorious Colombian drug lord Pablo Escobar in "Narcos", Bob Odenkirk from Better Call Saul and Ray Donovan's "Liev Schreiber".
Henson distributed cookies after she won the Golden Globe in the best actress drama category for musical crimbe drama "Empire".
"Who knew that playing an ex-convict would take me all around the globe. I thought it would be Queenie (her character from The Curious Case of Benjamin Button), Will (Smith), I thought it would be my character from Karate Kid, but it's Cookie, who spent 17 years in jail for selling crack. So the world loves real," she said.
The singer forgot to mention her fiance Taylor Kinney in her emotional acceptance speech.
"I feel like Cher in the John Patrick Shanley movie Moonstruck right now," Gaga began, holding back her tears.
"It is a great moment. I have to thank Ryan Murphy. You are just a wonderful human being. And you have believed in me so much and been such a good friend to me. Thank you to my wonderful cast. I love you guys so much. You're my family forever."
The show, which premiered its second season on December 30, is an earnest, quirky comedy with a goofy sensibility. It follows elite classical musicians in a fictional New York symphony and the battle to keep their art form alive in a Spotify world.
"Crazy Ex-Girlfriend" star Rachel Bloom won for lead TV comedy actress.
American drama-thriller television series "Mr Robot" registered two surprise wins at the ceremony -- best drama and best supporting actor for Christian Slater in limited series or TV movie.
Mini-series "Wolf Hall", an adaptation of Hilary Mantel's Booker-prize winning novel, honoured in the movie or limited series category.
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