Natacha was born in Utah in the 1900s as Winifred Hudnut. She changed her name to Natacha Rambova most likely to attract people's interest. She married Rudolph Valentino and later faked their divorce to get the press' attention. After they met the wannabe actress, Elizabeth, they started an unusual relationship with her. Once she and Valentino became afflicted they turned Elizabeth and attempted to get her to run away with them. When her husband, James March, found out about their plans he trapped Natacha and her husband in a closed hallway of the Cortez.
Personality and Appearance
Natacha is a tall and skinny brunette woman with beautiful eyes. She is described as "the most exotic woman in the whole world".
Valentino and Natacha attacked two of the men who worked under the renovations of the hotel and found a closed hallway with only one room and a few walled doors. When they killed them and drank their blood, they found a group of friends who checked into the hotel. After feeding upon them, and also Marcy, they became young and full of life again and left the hotel. 
After a few days, Elizabeth finds out that they're staying at a local motel with the help of a detective. She and Rudolph plan to trick and kill Natacha and live together for eternity. When she arrives back at the motel after a day of shopping, Elizabeth invites her to a girls' night at the Hotel Cortez.
When Natacha arrives for the party, Elizabeth starts kissing her but then Natacha asks what does she want, they have an argument and Elizabeth shoots her in the forehead.
- To Elizabeth: "Gods have appetites."
- To her friend: "They'll print anything to sell magazines."
- To Elizabeth: "I should've killed you after our first tango."
- This character is loosely based on the real Natacha Rambova.
- The three-way relationship between Elizabeth, Rudolph Valentino and Natacha could be the American Horror Story in-universe version of the real sapphic relationship between Natacha Rambova and actress Alla Nazimova, carefully hidden to the public with arranged marriages.