Is American Horror Story In One Universe?

Could every season of American Horror Story be connected? The questions and theories of its fans have finally been confirmed. Executive Producer Ryan Murphy just announced in an interview with Entertainment Weekly that all four seasons are connected.
“They’re all connected. We’re just beginning to tell you how they’re connected,” Murphy told Entertainment Weekly. “They’re all very separate but there’s clues every season that we’re now telling you how the different worlds are intertwined.”
The first major clue dropped by Murphy is that characters from season two’s Asylum will be appearing in season four’s Freakshow. The character Pepper, who first appeared in Asylum, will be heading off to Briarcliff Asylum with season two’s Sister Mary Eunice in the current storyline. The timeline for Freakshow is 1952, with Asylum appearing ten years later.
“This is the first year where we begin to tell you that season two is connected to season four which is connected to season one,” Murphy commented.

Naomi Grossman’s Pepper is the first character to have been in two seasons. Most veterans of American Horror Story such as Jessica Lange, Sarah Paulson, and Evan Peters play different roles each season.
Fans have begun to notice minor details that could tie the seasons together. Some theories would include repeated last names such as Montgomery and Goodman, and several references tied back to Massachusetts.
“People have started to write articles about that. A lot of their hypotheses have been completely right on.”
Some fans speculate that characters are descendants of other characters, they share the same souls, or that it’s all just a cyclical Hell.
Murphy hasn’t fully revealed the connection between Pepper in season two and four yet, but fans are waiting and speculating on how the seasons could be connected.