It was actually a Broadway play that PBS aired today. It starred Cynthia Nixon from SATC, Kristen Johnson, Rue McClanahan and Jennifer Coolidge (the mom from American Pie). It was so good; it is about some socialites who deal with infidelity in the 1930s. Although we have progressed a great deal since then, I still totally know characters like the ones depicted. Also, there was an old movie made about it with Joan Crawford.
If you can catch it on a rerun, I totally recommend it. Also, Isaac Mizrahi designed the entire wardrobe, and he is fabulous!