It’s pretty telling if, by the second episode you’ve watched, a show has managed to bring in aliens, demonic possessions, and leather-faced serial killers. If that sounds crazy, it’s because all this appeared in the second, most recent season of “American Horror Story,” the absurdly fun show by horror fans, for horror fans.

Let me just start out by saying that I came into season two without actually having seen the first season, but that didn’t matter one bit. The odd thing about “American Horror Story” is that it’s an anthology and an ongoing series at the same time. One season is done with a completely self-contained story, then the creators start from scratch for the next season. So, while the first season takes place in a modern-day haunted house, “Asylum” (the subtitle for this season) takes place in a mental institution in the 1960s. However, the same cast is reused and appropriated to new characters with just a couple of additions (the most notable in this season being Zachary Quinto from “Star Trek”).

The institution is Briarcliff Asylum, a dark, gothic, disused tuberculosis hospital, ruled over by the cynical and ruthless head nun, Sister Jude (Jessica Lange), along with a strange surgeon, Dr. Thredson (Quinto). We’re then introduced to Lana Winters (Sarah Paulson), an ambitious journalist who’s been following the Bloody Face case of Kit Walker (Evan Peters), who has been placed in the asylum for brutally murdering a series of young women, including his wife, under the alias “Bloody Face.” Upon hearing word that the killer’s been caught, she shows up trying to get an interview but is turned away by Sister Jude. However, powered by the plucky tenacity and bad decision-making skills stereotypical of journalists of the time, Lana decides to break into the asylum at night and get an interview. From there, things head south quickly, and Lana is caught and committed to the institution to cover up the strange sights she’s already seen. Things get weirder.

The first thing this show does right is the asylum itself. When we follow Kit’s disoriented first steps into his ward, the place feels pretty much like hell itself. There’s little light, every room is drab and colorless, and the twitchy, deformed inmates walking around it range from bizarre to terrifying. Furthermore, it acts as the gateway for the show to introduce a whole flood of even weirder inmates as the season goes on. Without spoiling too much, let’s just say that this show has one of the darkest Christmas specials with a Santa cameo I’ve ever seen. The setting adds such a powerful tension that it starts to feel like its own character.

The main element that makes this show so intense is its sense of pacing. I was a little skeptical at first as they set up more and more mysteries, but by the third episode, the show is just one moment of payoff after another. Unlike other horror shows, such as “Walking Dead” in its second season, which can drag its feet for episodes at a time, “American Horror Story” just keeps hitting you with something that’s either weird or terrifying. The series is never afraid to build its episodes on one “what the fuck?” moment after another. And that’s exactly why it’s so much fun. “Asylum” never feels derivative; it’s always throwing new things at you with a constant energy. It has a twisted sense of humor sometimes in the level of oddity it unleashes. It’s directed in a consistently strange and unique style, throwing in weird shots, strange edits, and, in one episode, an incredibly surreal musical number.

Another benefit of the show’s rapid pace is that in the moments when it does slow down to focus on something more character-centric, the morbid drama is incredibly effective. Even though it might not be apparent at first, this is Jessica Lange’s show. At first, she just seems to be paying homage to Nurse Ratched with her portrayal of a bitchy nun, but as the show goes on, we steadily learn more about her. She not only becomes the most interesting character in the show, but also one of the most likeable. Lange herself provides a fantastically charismatic performance. Admittedly, she does sometimes ham it up a bit, but so do all the other characters. Everyone on this show gives an irreverently entertaining performance, and every character has at least one impressive (or shocking) moment.

The show’s one flaw, however, is that it becomes obvious that a lot of the things thrown in weren’t really planned ahead. There came a point where, with the number of episodes dwindling, and so many strange plots still running, I started to wonder if all the loose ends really would be tied together. Sadly, they were not. A lot of the odd little mysteries they build up just get swept under the rug in the final episodes as they pretty much hone in on just one of the story arcs. This does lead to an incredibly satisfying final scene, but the last episode left me feeling like the whole season could, and probably should, have gone on for another conclusive episode or two.

Still, even if the final destination was a little underwhelming, “Asylum” is well worth the ride. In 12 episodes, the show is always doing something to knock you back. It manages to be shocking at some moments and surprisingly funny at others, silly at some times and superbly crafted at others. In terms of other horror TV shows, “Asylum” is a lot like “Tales From the Crypt.” Even though it has its flaws, it’s just so ludicrously strange and entertaining that it’s impossible not to be sucked into its macabre world. I know I had a hell of a lot of fun with it, and I’m eagerly looking forward to “American Horror Story: Coven” this fall.