Sally = Ally?
There are already many parallels between Don’t Be Afraid of the Dark and AHS: Cult, namely in the character of Ally, whose name even sounds like Sally. Ally, too, is stalked in her home by malevolent forces who want her to join them. They may be goblins in the movie and clowns in the show, but their methods are the same: prod and pry and victimize until the sanity of their subject is tested by everyone, including herself.
Ally’s wife, Ivy -- like Sally’s husband, Alex -- is a key component in the gas-lighting. When Ally witnesses the death of one of their restaurant employees, Ivy phones her shrink, Dr. Rudy Vincent, who makes a presumptuous house call. She’s in constant disbelief of what Ally claims to see, reminding her of her trauma and the implausibility of her statements. When Ally questions their new neighbors, Ivy explains to them, “If there is a story about something horrible happening, Ally knows about it.”
Of course, we have to wonder if Ivy is totally innocent herself; several clues point to her being in on the cult’s antics, such as the way she forgives all of babysitter Winter’s bizarre antics, or the fact that she’s never around when the clowns appear. Someone certainly isn’t who they seem -- how would the cult know about Ally’s specific hysterias if they didn’t have an informant? Is it Ivy? Is it Dr. Vincent? Both?