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This is a "Wild Mass Guess" entry, where we pull out all the sanity stops on theorizing. The regular entry on this topic is elsewhere. Please see this programme note.
American Horror Story
This page is for the entire anthology. For WMGs for individual seasons, try:

The seasons are not individual stories.
Or rather, they are, but some or all of them will connect into a larger story.

American Horror Story is a longform equivalent of "The Twilight Zone", set in Hell.
Whoever the tortured souls featured in the show originally were, they've each deserved the terrible punishment of living out their existences in a succession of twisted lives and realities - dying in one only causes you to be reborn in another, with your new life reminiscent of the last. Behold:
  • In "Murder House", Jessica Lange's character suffered the death of her child in a hit-and-run; in "Asylum", she is tortured by the memory of killing a child in a hit-and-run.
  • In "Murder House", Dylan Mc Dermott's character was a doctor; in "Asylum", he regrets not having gone to medical school.
  • In "Murder House", Zachary Quinto's character is openly gay; in "Asylum", he is a doctor who specialises in behaviour-modification treatment for homosexuality, among other things.

American Horror Story is one long Satanic ritual, and Season four will take place in Minnesota, probably in a mansion near Lake Superior.
  • Season one, "Murder House", was set on the West Coast in California.
  • Season two, "Asylum", was set on the East Coast in New England.
  • Season three, "Coven" is set on the Gulf Coast in Louisiana in the Deep South.
  • Season four, then, would complete the inverted cross pattern and be set in a Midwestern state that is north-centrally located within the contiguous US and has a coastline. Hence, Minnesota.
  • At the end of season four, Satan himself will emerge in Missouri, where the lines connecting the four seasons intersect, leading to season five.
  • Season four might take place in New Jersey. Slender Man, the Jersey Devil and aliens although they might be different than the ones from season two, and apparently there's supposedly a gateway to hell in that state.
    • Jossed (probably): Word of God has it that Season 4 will either be set in Santa Fe, NM or return to New Orleans.

Any and all characters in AMHS are trapped in a horrible, circular hell. There is no escaping it.
  • You might be right, each season uses 90% of the same actors for different roles. They might end up being eternally damned souls doomed to be stuck in one horrible situation (season) after another with no end or escape.

Constance is a renegade Time Lord, using the fob watch often and well to hide from The Doctor and various alien allies.
  • Makes sense. Sister Jude (Time Lord Constance) used her fob watch to become someone else after she came into contact with the aliens. What reason did the aliens have to seek her our besides some type of revenge?
  • Or, a non-Doctor Who example: Constance herself is Satan and while she won't be in Season 5 proper, she will appear in the very last episode, when whatever evils finally succeed and bring the devil into the world. And it will be awesome. Even cooler if it is her 'son' the Anti-Christ who brings his true mother into the world.

Season 4 will feature vampires and werewolves.
Since the series is deliberately zeroing in on the common themes of Western horror pop culture, and the Zombie Apocalypse is already sort of taken right now, and we've already had ghosts, demons and witches, Fur Against Fang seems like the next obvious trope to exploit.

Everyone is in heaven.'s just that they're all masochists. They're loving every second of this shit.
American GothicWMG/Live-Action TVAmerican Horror Story: Murder House

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