This was the first episode of American Horror Story to air on Halloween night.
Coincidentally, the episode aired the same week Hurricane Sandy made landfall in the northeastern United States.
The lyrics that Sister Jude recites after introducing the film ("Hold your head up high/And don't be afraid of the dark/At the end of the storm/There's a golden sky/And the sweet silver song of the lark/Walk on, through the wind/Walk on, through the rain/Though your dreams be tossed and blown/Walk on, walk on, with hope in your heart/And you'll never walk alone") come from the 1946 musical Carousel. It was recorded many times, even by the point this season takes place.
The newspaper that Sister Jude (Jessica Lange) receives with the mail was dated June 28th, 1949. Jessica Lange's birth year is 1949.