There are a number of very obvious tie ins between seasons of American Horror Story. Many of these have do with reoccurring characters such as Pepper or side characters who seem to be connected in some way. However, there are also quite a few personality aspects that point to the relevance of one fan theory.
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There is a theory that the reason that the same actors are used in every season is because they are essentially the same people trapped in a sort of hell/purgatory to play out different lives until they find redemption.
In fact, the Freak Show's last episode seems to point to this with Kathy Bates' (Ethel) final speech to Jessica Lange (Elsa). Perhaps they are all just characters and you can't help the part you're picked to play. But they play the same parts. An examination of the three repeating long time actors supports this.
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1. Jessica Lange
She's been with the crew the longest appearing in all four seasons. Even though she's been a variety of characters, she's always been someone in charge or in the know. In season one, she knew all about Murder House including its history of hoarding ghosts. In season two, she was the head nun, season three, the supreme, and finally in season four ring master (of sorts).
In all of these stories, she is always in charge and in some way, in control with varying degrees of success. She also always sees a fall towards the end of the season.
2. Evan Peters
This is another character that has been in all seasons of the show. In season one he was a VERY troubled teenage ghost who was killed by law enforcement, season two he was locked up as a murderer, season three he was a zombie kind of, and season four he was lobster boy.
He has a more varied set of characters than Lang but the do all share common traits. For one, he runs into the law a lot. In each season except for three, he's had major run ins with the cops. Dying by their hands in the first season and imprisoned in two others. He also has a lot of mommy issues throughout the seasons. For example, in season three he has some sort of incestuous relationship while in season four, he is overly attached.
3. Sarah Paulson
Another long running character in the series. She has been in all seasons as well as a psychic, a reporter, a witch, and Siamese twins. All of these characters had one thing in common, a drive for a life they didn't already have. The twins wanted to be out of their mother's home, when she was a witch she wanted a baby and to escape her responsibilities as Supreme.
Using the idea that this is hell (or at least that you can see it from here) and these are just poor souls trapped in familiar setting until they get it "right" and the reason they are all so similar all the time is because they are all essentially the same people trying to get over the same traumas. No one really ends up in a great place at the end of the season, only better. Meaning each season would lead the soul closer to their redemption.
At least until this last season where Elsa found her true home. Perhaps, she has finally earned her wings.
