While there is a giant link to American Horror Story: Asylum in Roanoke's finale [1], there's a more subtle nod that you may have missed. In the first part of the Spirit Chasers segment, one of the ghost hunters says, "Man, I haven't been this freaked out since we were in that asylum." Um, freaked out? That asylum? That's two references to past American Horror Story [2] seasons in one throwaway line. I refuse to believe this is a coincidence. I see you, Ryan Murphy.
Links:
[1] https://www.popsugar.com/entertainment/How-American-Horror-Story-Roanoke-Connected-Asylum-42723717
[2] https://www.popsugar.com/American-Horror-Story
[3] https://www.popsugar.com/entertainment/How-All-Seasons-American-Horror-Story-Connected-39815371
[4] https://www.popsugar.com/entertainment/How-Does-American-Horror-Story-Roanoke-Connect-Coven-42578270
[5] https://www.popsugar.com/entertainment/How-Did-American-Horror-Story-Roanoke-Connect-Freak-Show-42518871