[1] The episode introduces Elsa Mars who runs one of the last remaining freak shows in the United States in the hamlet of Jupiter, Florida, and her recruitment of conjoined twins Bette and Dot Tattler.

[5][6] In Jupiter, Florida, in 1952, conjoined twins Bette and Dot Tattler are taken to a hospital after a milkman finds them injured in their home, near their mother, who was brutally murdered.

News spread of the twins' existence, leading local carnival freak show owner Elsa Mars attempting to recruit them to join her troupe.

Elsa's group puts on their first show with Bette and Dot as "The Siamese Twins," there are only two attendees, a wealthy but shallow socialite Gloria Mott and her dangerously disturbed son Dandy.

The critical consensus reads: "Freak Show sets the template for a compelling character-driven narrative with thoughtful pacing and creepy scares.

[1] IGN reviewer Matt Fowler gave the episode a 7.6 out of 10, praising the setup of the characters and the killer clown, although he felt that the introductory elements with Elsa and the twins was overlong.