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The fictional city of Brookfield Heights, Michigan is left divided by the 2016 U.S. presidential election. Local restaurant owner Ally Mayfair-Richards (Sarah Paulson) is utterly distraught by Donald Trump's victory and several of her longstanding phobias, including coulrophobia, hemophobia, and trypophobia, flare up as a result. Similarly devastated is fellow Brookfield Heights resident Winter Anderson (Billie Lourd), a liberal college dropout. Contrarily, Kai Anderson (Evan Peters), Winter's estranged and manipulative brother, rejoices at the election results and is enticed to pursue political power. Kai recruits a disillusioned Winter and frustrated newscast reporter Beverly Hope (Adina Porter).
Ally finds herself relentlessly terrorized by masked clowns. Those close to her, including her psychiatrist Dr. Rudy Vincent (Cheyenne Jackson), question whether the attacks are real or merely anxiety-fueled hallucinations. Ally's paranoia, escalated by suspicious activities perpetrated by new neighbors Harrison (Billy Eichner) and Meadow Wilton (Leslie Grossman), hinders her relationships with her wife Ivy (Alison Pill) and their son (Cooper Dodson).