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Surprise, bitch. Everything's connected.
Timeline of events: The majority of this season is set in the 1960s, and it leads to present day.
Key moments: During the second season, a slew of new characters are introduced, one of which is Dr. Arthur Arden (James Cromwell), who we later find out is an ex-Nazi war criminal who is now living in the U.S. and working at Briarcliff as a physician who tortures patients for his own experiments.
We also meet Pepper, played by Naomi Grossman. She's the good-natured, adorable "pinhead" who stole our hearts.
And also, we are introduced to Sister Mary Eunice (Lily Rabe), the timid and sweet nun whose body was ultimately taken over by Satan.
Both Arden and Pepper and Sister Mary Eunice are important to keep in mind because they all made appearances in the Freak Show, the fourth season of the show.
Timeline of events: This season takes place during present-day New Orleans, however, there are several flashbacks to the 1800s, early 1900s, and the 1970s.
Key moments: As of now, there are no connections from Season 3 of the show to former or subsequent seasons, but there are still things to note.
This season ended with Cordelia Foxx (Sarah Paulson) taking her place as the new Supreme of the coven, with Queenie (Gabourey Sidibe) and Zoe Benson (Taissa Farmiga) by her side. This also represented them ushering in a new type of coven.
Also, during this season, people died but that didn't necessarily mean they were gone forever. Quite a few people were banished, but that doesn't mean they can't come back in other ways. To jog your memory, Zoe was killed and brought back to life, Madison Montgomery was killed and brought back to life and then killed again. Kyle Spencer, played by Evan Peters, was killed and brought back to life.
This is also the first season in which magic is used deliberately. In past seasons, the "horror" has always stemmed from other evils, like ghosts and humans who were tortured souls. No one was inherently gifted with powers, unless you count Billie Dean (Sarah Paulson), the medium from Season 1.
Timeline of events: This season takes place in Jupiter, Florida, and is set mostly in the 1950s, with flashbacks to the 1940s.
Key moments: One of the biggest reveals of this season was that Elsa Mars (Jessica Lange) was crippled, even though she'd been masquerading as someone with perfectly working legs. What's more is that it was revealed that Mars, a German expat, was one of the first victims of Dr. Arthur Arden, whom we were introduced to in Asylum, Season 2 of the show.
It's also important to note that this is when we discover Pepper's backstory and how she came to Briarcliff, which we visited in Season 2. Pepper was a freak in Elsa Mars' show — Fräulein Elsa's Cabinet of Curiosities — but before that she had a family and ended up in the care of Mars after she was blamed for the death of her sister's child. Pepper manages to perform for Mars until Sister Mary Eunice comes to the freak show one day and takes her back to Briarcliff.
Finally, in the episode titled "Blood Bath" in Season 4, there is a scene with Dandy Mott (Finn Wittrock) and a therapist named Dr. Feinbloom who remains faceless. This is interesting for a few reasons: 1. The only other time we've been introduced to a therapist was during Asylum when we met Dr. Thredson, aka Bloody Face, and Ben Harmon (Dylan McDermott) from Murder House. 2. The therapist that Dandy sees seems to be someone who is apparently adept at handling mental perversions. Remember that Dr. Thredson was sent to help Lana Winters get over her homosexual perversion? It may seem farfetched, because it would mean that Bloody Face/Dr. Thredson would've been driven from Florida to Massachusetts, but hey, anything is possible in Ryan Murphy's twisted world.
The home from Season 1 will definitely be revisited. We will also see Marcy (Christine Estabrook), the realtor from Murder House, make an appearance in Hotel.
Ryan Murphy talked to The Hollywood Reporter in 2012 about Constance Langdon's fourth child who was never seen, stating, "We know who the fourth child is, it was something that we had written and talked about and removed," Murphy said. "But we have not lost sight of the fourth child. In a fun show like this, that could be Season 4, I don't know. But we do have that story and that's something we'd talked about. That was the one thing that we did not answer but we want to answer that."
There will be lots of familiar faces from past seasons checking into Hotel Cortez in Season 5 — they'll begin to pop up in the sixth episode of the forthcoming season.