The most obvious connection to a past season is Richard Ramirez, who appears in AHS: Hotel at James March's Devil's Night with other serial killers in 2015. But there's a plot hole if Ramirez is really the same character in both seasons. In AHS: Hotel, Ramirez had died in prison in 2013, as he did in real life. This doesn't sync up with the events of the ninth season, though.
In AHS: 1984, Ramirez is kept at Camp Redwood on a death watch by the ghosts, because he had escaped prison and made a pact with the devil. He was once resurrected at the camp in 1984, and the ghosts assume that he can zip in and out of Camp Redwood alive, so they vigilantly kill him whenever he wakes up. More on this later.