The ending of each episode of Ryan Murphy's American Horror Stories features an unforgettable twist that drives home the theme of the dark story that was just told. While every episode uses tropes from the horror genre, there is one epsidoe in particular that uses one of the most popular ones. American Horror Stories season 4, episode 9, "The Thing Under The Bed" is about children's fears about a monster hiding when they're sleeping. For the protagonist, it might be reality and not a nightmare after all.