Warning: spoilers for the mid-season finale of "American Horror Story: Freak Show."

Back in October Ryan Murphy teased that all the seasons of the "American Horror Story" are connected. He didn't give any clues or hints to help fans figure out how "Murder House" (Season 1), "Asylum" (Season 2), "Coven" (Season 3) and the current season, "Freak Show" are intertwined with each other.

There have been endless theories floating around the web but Wednesday night's mid-season finale may have given fans their very first clue, according to the Huffington Post. The episode was very Pepper-centric (a character first revealed in Season 2) and revealed her entire backstory.

It showed how she landed at Briarcliff Manor in "Asylum" and the first time Pepper met Elsa Mars. In 1952, which is when "Freak Show" is set, Elsa asks Pepper's sister to take care of Pepper so she knows what it's like to have an actual family.

Jump ahead to 1962, right before the events of "Asylum," and Pepper's sister is seen telling Sister Mary Eunice that Pepper killed her son. In Season 2 of "American Horror Story" Pepper was sent away to Briarcliff for drowning her nephew and slicing his ears off. Pepper always said she was innocent instead blaming the horrific crime on her sister's husband.

Well, "Freak Show" also revealed that Pepper was framed for the murder by her brother-in-law and her own sister. The episode ended with Pepper being carted off to the asylum where she meets Sister Mary Eunice but then she also sees a magazine cover - dated July 1958 - with Elsa the TV star's face on it.

"American Horror Story: Freak Show" returns Jan. 7 on FX.

What theories do you have about the seasons of "American Horror Story" being connected?