Throught American Horror Story, many characters have crossed seasons.
Pepper, first in Asylum, featured in Elsa Mars' show, in Freak Show.
Sister Mary Eunice, like Pepper, crossed over from Asylum, to Freak show.
Doctor Arthur Arden, also known as Hans Gruper, worked in the Asylum, and was shown to have amputated Elsa Mars' legs in Freak Show.
Queenie, from Coven, checked in at the Hotel Cortez, and was murdered shortly after, and references her Supreme, Cordelia Goode.
Marcy, the real-estate agent, who sells the Murder House to the Harmon family in season 1, dies in Hotel, after referencing the Harmon family's dog, Hallie, being put down.
Billie Dean Howard, a medium that contacts Adelaide for Constance, in Murder House, contacts ghosts such as Donovan and Tristan in Hotel.
The Countess, in Hotel, visits Charles Montgomery in the Murder House. A photo of Nora Montgomery and their son can be seen in this scene.
Lana Winters, from Asylum, in Roanoke, interview the only survivor of the Roanoke incident: Lee Harris.