Ugh I love this show so much its unbelievable.
The show takes place in a mental asylum. It is a psychological horror / drama show. Every season (as far as the viewers know) is different. This season (season 2) the whole layout is different from the first. In season 1 the characters were in a house that was haunted by people that had died inside.
This is a great show, but for those who can't handle sad parts, or really forgeted up scenes then I would suggest not watching.
Here is the wikipedia page for those who are confused
http://en.wikipedia.org/wiki/American_Horror_Story:_AsylumI just found the song that they play in the main room
http://www.youtube.com/watch?v=ObPsIckcKQMAlso, if you would like to discuss the show I would be more than happy.