Two-time Academy Award winner Jessica Lange
had nothing to prove when she signed on for the first season of FX’s “American Horror Story.” As scheming neighbor Constance, she ended up stealing the show—and winning a SAG Award and an Emmy in the process. Now she’s the rigid Sister Jude on the second season, “American Horror Story: Asylum,” a nun with a dark past who runs a mental institution with a cane and a sharp tongue. Lange had nothing to prove the first time around, but for the second season she had one person she wanted to please: herself.