American Horror Story: Asylum - Sarah Paulson Interview

Collider: When you first came to this show, how was it initially presented to you? Did you know, from the beginning, that you could return as a different character, from season to season?

SARAH PAULSON: No, I didn’t know anything. I have worked with Ryan [Murphy] many times, over the years. I did a pilot for him, that never ended up going at FX. I was on Nip/Tuck. I met him socially, through a very good friend, years and years and years ago. He asked me to come on to do the part of Billie Jean, but I had no idea that I would be coming back for the second season. Once I knew I was coming back, I said yes without even knowing what I was going to be playing. I had no idea.

Source and more: Collider