Pan Am, BBC2, Wednesday The Killing II, BBC4, Saturday

Up in the air there's lipstick and love affairs while on Copenhagen's dark streets it's rain, rain, rain

Back in the pioneering days of moving pictures there was some debate as to whether the form was better suited to creating art or entertainment.

Without getting too film-studies module here, these days both functions have a place – though the remnants of that argument can still be evidenced by the fact that European films are routinely referred to as "arthouse", while American attempts to play against the mainstream are "independents".

And while the bottom-line battle was unquestionably won by Hollywood, there are still occasions when the more subtle European sensibility can triumph, and one such moment occurred on the small screen last week with two series-opening double-bills.

First up was Pan Am, the much-hyped "mile-high Mad Men" from the writing/directing team behind ER and The West Wing. It is 1963 and the eponymous airline's Clipper Majestic is about to undertake its inaugural flight from New York to London. As passengers and crew prepare for take-off, it quickly becomes clear that there will be in-flight turbulence. For a start, the flight's purser, Bridget Pierce, is nowhere to be found, so Christina Ricci's feisty Maggie has to be torn away from discussing Marxism with her beatnik boyfriend to take her place at short notice.

Accompanying Ricci on today's flight will be sisters Kate and Laura Cameron (the latter of whom will no doubt become Grazia magazine's Betty Draper as the series continues), French seductress Colette Valois, Captain Dean Lowrey and First Officer Ted Vanderway.

Before long-haul tedium can set in, our in-flight entertainment is provided by a series of flashbacks – an affair with a passenger here, a jilted groom there. There are shared secrets, too: just what role did these glamorous high-flyers play at the Bay of Pigs? Why has Bridget recommended Kate to her controllers at MI6?

Preposterous? Of course it is, though presumably the show is hoping to score points for its attention to period detail, MGM-musical lustre and choreographed set-pieces. All of which are fine if what you want from entertainment is to retreat into a glossy, idealised version of the past.

Should you require something more, it was the week's other double-bill that will demand your attention in the weeks to come. The first series of Danish police-procedural The Killing took everyone by surprise when it became a much-talked-about, Bafta-winning, Emmy-nominated television phenomenon. This in spite of its 20-episode format, dark, brooding atmosphere and lack of anything resembling gloss or glamour (though investigator Sarah Lund's choice of winter woolly did send the fashion world into a counter-intuitive tizzy).

How would programme makers respond to such unexpected acclaim? Fortunately, they never got the chance because before series one had aired internationally, series two had been made and shown in Denmark.

It begins with a panicked call to emergency services. A man has gone to the home of his ex-wife to find it covered in blood. Lund, sent to work in a customs office after her transgressions in the first series, is – like Ricci in Pan Am only with more urgency – drafted in to help when the woman, a lawyer called Anne Dragsholm, is found in a Copenhagen park with multiple stab wounds.

As the 10-episode drama unfolds, the programme returns to themes that viewers of the first series will be familiar with: political machinations regarding new anti-terrorist legislation; the ways in which Islamophobia can mislead contemporary crime-fighters and the ripple effects of any investigation into a brutal murder.

Without giving away too much, it will transpire that Dragsholm had learnt about the killing of civilians in Afghanistan and that her murder was videotaped. A dog-tag found at the scene leads Lund to the freshly murdered body of a soldier who was preparing to return to Helmand.

Is there a connection between the two murders? Will Lund be able to redeem herself? Does it ever stop raining in Copenhagen?

The second series of The Killing is, if anything, even creepier than the first. It is also gripping, must-watch TV for those who choose thought-provoking over entertaining.

Though perhaps Hollywood has it right. Because while The Killing should be sparking a debate about what happens to soldiers' psyches when we send them off to fight savage and suspect wars, it has instead got us all talking about knitwear.