With American Horror Story, it's never clear if the pieces of the puzzle will ever fit together. The first season suffered from this extensively, and the beginning of Asylum seemed to indicate that there would be too many plot elements for the show to resolve. However, this season has been surprisingly versatile, and most of the episodes have skillfully moved through the random monsters of each hour without falling into a stagnant pit.
Except for the alien angle. That's really been lingering at the back of all of the other subplots, just waiting to get the time that Sister Mary Eunice's devil plot has or Thredson's Bloodyface screen time. "The Coat Hanger" and "The Name Game" attempt to bring the aliens back into the story, but instead of taking someone away like they did with Kit's wife, they bring someone back - Grace, who is now pregnant with child. And Arden is there to attempt to experiment with them.
But there are also some excellent subplots going on that are much better at establishing a narrative than the alien storyline. Lana's struggles with Thredson come back to haunt her: she's pregnant with his child, and in "The Coat Hanger", she tries to self-abort with a cringe-worthy use of the titular device formed into a sharped barbed edge. It's unfortunate that Zachary Quinto hasn't gotten more screen time in these later episodes; the confrontations between he and Lana are menacing, and it's nice to see that Lana has been getting the one-up on him after the excruciating rape scene a couple of episodes back.
"The Name Game" puts Sister Jude at the forefront of the plot, even when she's not. Since Mary Eunice has taken over, Jude has been ostracized, and after standing up to Mary Eunice during a room search, Jude is sentenced to an extreme electroshock treatment. So much so, in fact, that Jude is reduced to a blurry, blubbering mess, unable to remember those around her except for a name game that she plays with herself. American Horror Story gets to have a little Glee-esque fun during a rousing rendition of "The Name Game" song; it might not fit in here, and the dramatics of it are hokey, but it's a good laugh for a show that really delves into the darkness.
But there are more twists, too. Monsignor Howard is warped by the demon inside Mary Eunice, but he still manages to take her down in a swift move. This prompts Arden to make some pretty hasty and surprising decisions, and it's totally unclear at the end of "The Name Game" where the whole show should be heading next. But we do know one thing - the present is going to make an appearance again after the scenes with Thredson's son (Dylan McDermott). But that has really come out of nowhere, so American Horror Story will need to cover that more in the future.