American Horror Story is no stranger to leaving dangling plot threads for multiple seasons. This works in the series' favor because eventually, these threads are picked back up and revisited in later seasons, no matter how big or small. Some of them could be a major part of the season and return in a small nod like Twisty the Clown in Cult, while others reappear in a big way like the infamous Piggy Man from Murder House and Roanoke.
The Piggy Man is an enigmatic urban legend that makes its first appearance in Murder House. He appears with a pig's head, no shirt and is covered in blood, only making pig sounds through his mask. He is introduced through one of Ben Harmon's patients named Derrick, who has an irrational fear of urban legends. Derrick explains that Piggy Man will emerge if called in front of the mirror multiple times. While Piggy Man never actually appears, it marks the beginning of a character that would remain a mystery for five seasons before finally getting his history and legacy explained in Roanoke.
Canonically taking place before Murder House, Piggy Man's origins begin with the Roanoke colony. The man is caught with stolen food and is later scalped by the witch Scáthach. He then tries to desert the colony but is found just outside of the woods. This furthers his punishment as he is now seen as a betrayer. The colonists take him to The Butcher, who forces the man to wear a pig's head and nails a pig's tail to his tailbone. Lastly, he is tied up and roasted over a fire as a sacrifice. However, this isn't the end for the Piggy Man, who returns as a ghost ready to murder anyone who steps foot on the land.
Hundreds of years later, a filmmaker captures a dramatic retelling of events that took place in the Roanoke House called My Roanoke Nightmare, where a man dressed up as the Piggy Man reenacts the "real events" described in the series. An in-universe sequel to the series takes the real survivors and reenactors back to the Roanoke house for a reality show called Return to Roanoke: Three Days in Hell. Here is where the real spirit of the Piggy Man returns, leaving a trail of bodies in his wake. It's believed that the blood moon is the catalyst for his murderous tendencies. Otherwise, he is seen with other ghosts on the property or scaring the residents of the house.
The Piggy Man that Derrick from Murder House is terrified of actually comes from an entirely different legend loosely tied to Roanoke. Kincaid Polk is an ancestor of the Polk family that offers sacrifices to The Butcher. At some point, Kincaid becomes inspired by the Piggy Man and even makes his own mask. Later in life, he moves to Chicago to slaughter pigs and eventually graduates to humans, taking multiple lives at the 1893 Chicago Worlds Fair. While he is eventually eaten by his own pigs in an accident, Polk's version of the Piggy Man gives birth to the legend.
Like all legends, reality often fails to live up to the story surrounding it. But in the case of the Piggy Man, the reality is nothing compared to the legend. After nine seasons, the Piggy Man's image is still one of American Horror Story's most terrifying. Considering he doesn't speak and kills without remorse, the Piggy Man remains a creature one never hopes to cross paths with at night.