Ruby wears a shirt that says Normal People Scare Me. Tate wears a similar shirt in ep 1 of AHS Murder House when he and Violet scare Leah in the basement.
When Scarlet and Ruby are in the park for Halloween, there is a group of people performing circus style acts in a cage with the sign Freak Show. Season 4 of American Horror Story was called Freak Show and centered around a circus that included a number of "freaks".