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Lily Rabe stars as Sister Mary Eunice in the episode "Orphans."
Lily Rabe stars as Sister Mary Eunice in the episode "Orphans." (Michele K. Short/FX)

“American Horror Story” takes something of a break from its recent string of relentless and grisly murders to offer up a somewhat more emotional installment (though it’s still pretty gross, actually; it’s “AHS” after all) that draws the most explicit connections between series installments “Freak Show” and “Asylum” yet.

It's also the best episode of the season so far. By a lot.

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More sad times at Fraulein Elsa's. The episode opens with the death of Salty, Pepper's husband and partner in their act. Unlike almost everyone else on this show, he actually perished of natural causes and died in his sleep. Pepper is inconsolable and falls into a deep depression. Elsa's beside herself with worry and even tries to break off her deal with Stanley. He promises to help out by handling the details of Salty's funeral for her, which is apparently code for "chop the head off the body and sell it to the American Morbidity Museum" since that's what he does.

Elsa, who is still wandering the freak show worrying over Pepper, decides to tell Desiree the story of how Fraulein Elsa's Cabinet of Curiosities came to be, and how she met Pepper, who was the first of her freaks. She explains that she helped Pepper find happiness and a kind of family with Salty and Ma Petite. The flashbacks are all super interesting and well done, almost enough to make you wish that the actual story of the show was how Elsa put this group together, rather than murderous clowns who kill a bunch of people. Ah, well.

What is the deal with Maggie? Maggie finally fesses up to Desiree that she's no fortune teller, but rather a grifter in cahoots with Stanley. Which is actually pretty good news, given that Maggie's involvement in the Stanley plot pretty much fizzled out in Episode 2, so maybe the character can do something interesting now. (No, mooning after Jimmy does not count, thank you.)

However, Maggie lies about the extent of their criminal activities, claiming they're only there to pickpocket the carnival's customers. Desiree, who is not an idiot, doesn't believe a word of this, and points out that a lot of freaks have been dying since the two of them showed up. So Desiree threatens to kill Maggie if she finds out that she's been involved in any of the strange disappearances or deaths that have been going on. Desiree is *awesome* at threats, just FYI.

The next day, Desiree has for some reason decided to take up cooking instead of reporting Maggie's secret identity to, oh, everyone she knows, such as possibly Elsa, who thinks Stanley's going to take her to Hollywood. Maggie attempts to apologize and says she wants to make everything right, for everybody, but she's going to need help from Desiree to do it. I hope this is going to be a better plan than the time the girls tar and feathered someone. The bar is low.

Meanwhile, at the Jupiter county jail. Stanley goes to visit Jimmy in jail, where we learn that he's not entirely sure whether he killed the houseful of Tupperware wives. He admits he was in a super drunken range and doesn't remember anything. He insists that he doesn't think he could have done it, though and Stanley agrees. He offers to help Jimmy get the best lawyer possible, but sadly points out that such a professional would definitely want a retainer. Jimmy, who doesn't have any money, despairs -- luckily, Stanley has an idea of how he could raise some funds. [*Cue pointed camera angle on Jimmy's lobster claws*]

Maggie's plan takes an unforeseen turn; or, your weekly dose of gross. Just when you thought we'd get through an episode where the worst thing that happened would be a dead body getting beheaded, this happens.

Maggie decides to take Desiree to the Museum of American Morbidity because…reasons. Something about her needing a witness for when she turned Stanley in for his crimes. Although why Head Museum Lady -- who basically told Stanley she'd look the other way if he happened to casually murder some freaks -- would care about any of this is unclear. This story is super unclear. Anyway, Desiree is shocked and horrified to find that Ma Petite's body is on display, along with Salty's head.

Maggie is equally shocked and horrified when the museum's latest acquisition is revealed - a pair of lobster hands. Looks like Stanley told Jimmy how he could get some cash. (Or so it appears. Do we know for sure those are actually Jimmy's hands? This is "AHS" after all.) Yikes. Maybe Elsa's steampunk artificial limb maker makes house calls?

The road to the "Asylum" begins. Desiree suggests that if Elsa's so set on abandoning the carnival for Hollywood then she should make an effort to find Pepper's absentee sister. Pepper's much more well behaved now, after all, and could make it in the real world. Elsa, who truly seems to care about Pepper, apparently decides that this is a good idea as the next time we see her, she and Pepper are on a couch hanging out with Mare Winningham. This should automatically make anyone who watched "Coven" nervous, as Winningham played Kyle's creepy, sex pervert mother on the show last year, so of course Pepper's sister Rita is probably going to turn out to be someone legitimately terrible as well. Just a theory.

Sensing that the family reunion is not as warm as she'd hoped, Elsa lectures Rita about how awesome Pepper is, explains how she has suffered in recent weeks, and basically yells at her to stand up to her husband if he gives her any crap taking in her sister. Elsa is awesome. Pepper begs Elsa to stay, and Elsa cries and it's all surprisingly emotional. To the surprise of no one, Jessica Lange and Naomi Grossman absolutely slay this goodbye scene and it's perfectly okay if you had to stop and get some Kleenex there.

Of course, in a totally unshocking twist, Pepper's sister is actually legitimately terrible. And so is her equally awful husband, Larry. We know this because the next time we see her, Rita is discussing Pepper with Sister Mary Eunice, the nun played by Lily Rabe during the second season of "AHS," subtitled "Asylum." Rita's busy working on having her sister committed, claiming that she's a murdering nymphomaniac, basically. Which, as you've probably guessed by now, isn't true. The sister ended up having a late in life pregnancy that resulted in a baby she didn't want, and her husband convinced her to get rid of both the crying infant and the irritating sibling in one go. So, the husband killed their baby, and the pair framed Pepper for the crime, before conspiring to lock her away in a very familiar-looking mental institution in Boston called Briarcliff for the rest of her life.

Now that a bright line has been drawn connecting "AHS" Seasons 2 and 4, where else can we expect to see similarities as the season winds down? Will we see Briarcliff again?

Odds and ends:

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- This is a first -- wow, there was no Dandy at all during this episode. Finn Wittrock has been such a force this season that an episode in which he doesn't appear feels weirdly wrong.

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- It's almost shocking how well the "AHS" world blending came off -- in "Asylum," we learn that Pepper was committed for killing her sister's baby and cutting his ear off. Pepper proclaimed her innocence to Dr. Arden in Season 2 and, as it turns out, she merely lacked the language to explain that her sister was human garbage.

- Luckily, it's Pepper who has the last laugh in the end, as she basically becomes a super genius thanks to the efforts of some visiting aliens. (Yeah, sometimes "Asylum" was so weird.)

- Although, would it have been so much to ask to see Pepper meet Sister Jude Martin who, as it happens, looks EXACTLY LIKE Pepper's beloved Elsa Mars?

- Since Pepper sees Elsa on the cover of Life Magazine, this sure seems to mean that 1) Elsa makes it out of Jupiter alive and 2) she somehow gets a Hollywood deal despite not having an actual Hollywood agent. How? We'll have to find out when the show returns in January.

Thoughts, comments or elaborate theories?  Hit me up on Twitter: @LacyMB

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