The writing on this show is so incredible and I've been reading fanfiction and re-watching episodes and reading speculation on what might happen to whom next season....
Season 1 opened in 1912, with the sinking of the Titanic affecting an English earl and his family--and their small army of servants. It ended, many romantic entanglements, plots, disagreements, and intriguing characters, 7 episodes later, just as Britain entered WWI in 1914.
ITV, the network Downton is shown on in the UK, also released a press pack, with little paragraph-long, minorly spoilery bios for every character. So, squee!!
Edited to add: http://www.youtube.com/watch?v=pk9kygpJcOM