The Countess (Lady Gaga) in one scene, portrays The Lady in Black, who comes to visit the grave of Rudolph Valentino (Finn Wittrock). This character was based on the story of a woman who would visit the grave of Valentino once a month to place a single red rose on his tomb. Her identity remains unknown to this day.
This makes Finn Wittrock the second actor to play two parts on "American Horror Story" within the same season. (After Sarah Paulson in season 4).
The subplot of director F.W. Murnau, searching for real vampires for his film Nosferatu (1922), is similar to the premise of Shadow of the Vampire (2000).
Rudolph Valentino, Natacha Rambova and F. W. Murnau were real people.