Jon Hamm and Jennifer Westfeldt robbed in London

"Mad Men's" Jon Hamm and girlfriend/actor-director Jennifer Westfeldt may have something to be steamed about. They were visiting London in early June when a thief interrupted the jaunt abroad to promote Westfeldt's movie, "Friends with Kids."

"What a mess," Westfeldt tells Life & Style. "[I'm not feeling] great. It is under investigation."

Here's what happened: Apparently a thief was snagged by a robber while the couple was dining out at a London restaurant.

"That person took the hotel key in Jennifer's purse, which had the hotel name on it, and robbed their room," a source tells Life & Style. "They had to contact the police, it was horrible."