“American Horror Story” tied up the correlation between Season 4 and Season 2 in a blood-soaked bow last night during the “Freak Show” midseason finale. In episode 10, it was revealed how Pepper (Naomi Grossman) found herself locked away in Briarcliff Asylum, a major plot location during the sophomore series.

It was exposed that Pepper became a patient due to a lie told by her sister (Mare Winningham), who previously abandoned Pepper in an orphanage. Pepper’s sister had blamed the death of her “deformed” newborn on the pinhead when in actuality, the child’s death was a premeditated plan conceived by both the parents.

“She snapped his little ears off, drowned him in the tub then went downstairs to watch her show,” Pepper’s sister claimed in episode 10, “Orphan.”

After Pepper was committed to Briarcliff, she became the “special project” of Sister Mary Eunice (Lily Rabe)—a major Season 2 character.

Rabe, who appeared on the previous three seasons of “AHS,” decided to step away from the horror miniseries to pursue her new TV endeavor. The actress was cast as a lead in the ABC thriller “The Whispers,” which Rabe dished is being wrapped up.

I’m sort of imminently done. We’re shooting our last episode. I wrap on Friday,” she explained to Entertainment Weekly in an exclusive interview.

However, despite her busy work schedule, Rabe found time to appear in “Freak Show,” becoming the second character in “AHS” history to ever make an appearance in more than one season.

“Basically I got a message that they had written Mary Eunice back into this season and we were gonna do everything to work it out, and they did,” she said. “I’ve had that experience time and time again with Ryan [Murphy] and with the show, where with most things it would be impossible to work something out, and they find a way. He really moves mountains.

Rabe also commented on the correlation between the seasons, an admission that the “AHS” co-creator teased in October. The actress explained that while she was on the set of “Freak Show,” she was able to witness the shack her “Coven” character lived in during Season 3 be transformed into Elsa Mars’ (Jessica Lange) incredible tent.

“Then they built a little bit of Briarcliff. It was so great to have it there. It felt very magical. But I didn’t see this coming, and it was so clever. To have this be the way that it all started to tie together, it’s so great,” she told Entertainment Weekly.

Rabe also gave her on another bridge gapping theory -- known by fans at the Montgomery theory -- that involved her Season 1 character Nora Montgomery. The last name of Rabe’s character in “Murder House” is the same last name Madison (Emma Roberts) sported in Season 3 of the witchy series.

“I remember having that conversation when we were shooting ‘Coven’ and saying, ‘Oh, it’s the same last name.’ I didn’t have a theory or anything but I do remember noticing. Who knows? It’s amazing if they continue to be interwoven,” she stated in the interview.

During a previous interview with Entertainment Weekly, Murphy  revealed that all of the seasons from the “AHS” miniseries will have some sort of connection. “We’re just beginning to tell you how they’re connected,’ he said. “They’re all very separate but there’s clues every season that we’re now telling you how the different worlds are intertwined.”

Fans of the FX series can stay tuned for more clues when Season 4, episode 11 of “American Horror Story: Freak Show” returns Wednesday, Jan. 7, at 10 p.m. EST.