American Horror Story's first season's setting was California.
American Horror Story . Described as an anthology series , each season is conceived as a self-contained miniseries , following a disparate set of characters and settings , and a storyline with its own `` beginning , middle , and end . '' The first season , retroactively subtitled Murder House , takes place in Los Angeles , California , during the year 2011 and centers on a family that moves into a house haunted by its deceased former occupants .