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Jessica Lange

Seasons: Murder House, Asylum, Coven, Freak Show

The anchor of American Horror Story, Lange appeared in the first season as Constance Langdon, the Harmons' nosy neighbor. She took on Sister Jude Martin, a party-girl-turned-nun-turned-institution-patient, on Asylum, before starring as Supreme Witch Fiona Goode on Coven. It was nice to see her back in shape (mentally) there, and she was even better as ringmaster Elsa Mars on Freak Show. Supposedly, she will return at some point.

Image Source: FX