Elsa Mars (Jessica Lange), a woman living in Brandenburg, Germany, is drugged and forced to perform in a snuff film. Asylum's deranged doctor, Hans Grüper (James Cromwell), amputates her legs with a chainsaw.
After escaping to America in 1936, Elsa adopts an unfortunate outcast named Pepper.
With the addition of Ethel Darling (Kathy Bates) and her son Jimmy Darling (Evan Peters), the whole operation grows into Fräulein Elsa's Cabinet of Curiosities.