Today, the mystery surrounding the Lost Colony and Roanoke remains, as does whatever happened to the English settlers. Which brings us back to American Horror Story: My Roanoke Nightmare. In the first episode, we see Shelby terrorized by people holding torches and when she's being held underwater in the hot tub, you can vaguely make out their 16th century clothing. The same thing happens when she hits the woman in the road (Kathy Bates) and then follows her into the woods.