Sarah Paulson
Pictured: American Horror Story actress Sarah Paulson.Reuters

Wednesday's episode of American Horror Story broke the fourth wall and revealed the man behind the docu-series, American Horror Story: Roanoke — Cheyenne Jackson's Sidney. After Sidney's docu-series became an instant hit, he decided to follow up with a reality show that saw the real-life Millers and the actors from My Roanoke Nightmare returning to the haunted farmhouse.

Shelby was reluctant to return to the house of horrors, but she wanted to reconnect with Matt. The episode revealed that fame had ruined her marriage and that Shelby also had a brief affair with the actor who played Matt in the docu-series.

But things started going horribly wrong once production started. Sidney was sceptical about the ghosts that haunted the farmhouse, and when he found dead piglets on the property he refused to believe it had something to do with the supernatural elements in the house.

At the end of the episode, everyone has died, except one, and many believe that it is Shelby. Here's what one fan has to say: "Sarah Paulson is always left standing… I'm thinking she might be the sole survivor. Plus with RM confirming that Lady Gaga is the original supreme and Sarah Paulson being the supreme in Coven……maybe another connection?"

Series creator Ryan Murphy confirmed on Tuesday that Lady Gaga's The Witch is the original Supreme, and that she will be returning in one of the future seasons. "We're going to do a return to the 'Coven' season in some capacity," Murphy told The Huffington Post. "So that character will be further explored then."

In Coven, Jessica Lange's Fiona Goode was the supreme and the title was then passed on to Sarah Paulson's Cordelia, who stepped up to take her mother's place at Miss Robichaux's Academy.