I've heard it's insanely expensive.
One of the things I love most about this show are the sets/scenery. It is kind of amazing to experience how they lived in the 20s, and I'm sure most of it is pretty accurate.
Also a lot of what you see is computer generated. This must cost a ton of money.
If only they had a subscription based service where half of America pays them $15 a month to help defray some of the costs.
It would be one thing if this was a golden age of HBO shows and they had Sopranos, Deadwood, Rome, The Wire etc running and they wanted to pull it in a little. Other then GOT (which is awesome) they dont have a single A-List program going (I dont want to hear about Twilight or whatever that vampire show is). Long story short - they better come up with another program on this level in the next year.