In my opinion, it was a quite good, but not great, show. Some of the plots were a bit contrived, and resolutions a bit too easily made. But nevertheless, an entertaining program. Being a period piece, the history and residents of the place would continue in any case, whenever these particular stories ended. I think the series finale, though technically a cliffhanger, doesn't do any harm to the show as a whole. Perhaps ending at S02E12, the last episode set fully in familiar surroundings, would be preferable. S02E13 provides insight to the background of the relationships of some of the characters, but doesn't really move the story forward.
Just finished the season (series?) earlier today, and I agree with the above poster. S02E12 is actually a very good "resolution" place to end the series, knowing that the actual finale just leaves you hanging. The overarching story being told throughout Season 2 is completed, and the ending of Episode 12, while having some "shock value", could actually act as a fitting ending for the series, especially given the period it's set in. If you want to get some of the backstory of the characters and the Civil War, you can watch Episode 13 - just turn it off when they arrive back in NYC, and the three characters say their goodbyes. After that, it's all clearly a setup for the following season, which isn't apparently going to be fulfilled...
It was a very good show, and it is a tremendous shame that it has been cancelled. The cliffhanger really is one of the worst/best (depending upon how you look at it) cliffhangers I've seen done, in that you really are left with your jaw hanging open, and a WTF?! feeling. That said, just know that you will likely never have anything resolved due to that, and it leaves a LOT of things hanging. So, watch at your own risk.
I wish Amazon had stepped in to continue this show like they did Ripper Street. I like Ripper Street but I LOVE Copper. I was heartbroken when it was cancelled. Still am actually.