American Horror Story season 4, nicknamed Freak Show, is chronologically the earliest installment in the series. Freak Show follows a circus in Jupiter, Florida in the year 1952. At the same time the circus rolls into town, a dark entity emerges and starts terrorizing the town. Freak Show's season 4 connects to an earlier season, Asylum, and also lays down the foundation for a storyline in American Horror Story season 6, Roanoke.