Ryan Murphy's soundtrack is weird, funny, dark, and essential to the plot of the show. It's pretty much perfect. Spoiler warning!
First, we have to talk about the theme song.
Source: gl-i-tch
The American Horror Story theme song, composed by Charlie Clouser and Cesar Davila-Irizarry, is interesting because at the surface it's this dark, backwoods, mechanized atonal noise piece. But at the same time there's an almost jazzy Tom Waits-style bass line underneath it. It's dark and playful at the same time, which is perfect for a show with leather fetishist ghosts, aliens, Nazi scientists, and a nun possessed by the devil.
They took the "Kill Bill" whistle song and used it as the bone-chilling soundtrack for a school shooting.
Source: arizonaross
Bernard's Herrmann's "Twisted Nerve" was used as the musical theme of a recurring flashback to a horrific massacre in the first season of the show. Just as in Kill Bill, it's both ironic and totally disturbing.