American Horror Story: Delicate Episode 3 Recap With Spoilers: "When the Bough Breaks"

Anna feels the baby move but things get even weirder in Episode 3.

Last week's episode of American Horror Story: Delicate took a heartbreaking turn for Anna (Emma Roberts). While her career began to rise with a major awards win — though that didn't exactly go as planned — she seemingly miscarried and, in a terrifying twist the nurse treating her at the hospital apparently didn't work there at all. This week, things seem to get even more frightening for Anna, even as they get more mysterious. The previously released preview for the episode teased Anna feeling her unborn child moving inside of her, prompting the question of whether she miscarried or not. Of course, with everything that Anna's been experiencing, will anyone actually believe what Anna is experiencing? Here's what happened in this week's episode, "When the Bough Breaks."

Spoilers for American Horror Story: Delicate, "When the Bough Breaks" abound from this point on. Only read on if you really want to know.

What Happens in American Horror Story: Delicate Episode 3?

On the way home from the hospital, Dex tells Anna she needs to talk to the police about the fake nurse, but Anna insists no one will believe her. She's focused on wanting to try to conceive again. She thinks whoever is messing with her wants to keep her from having a baby. Dex is dismissive and she gets out of the car to be alone. Anna goes into the woods and finds Io Preecher sitting in a tree singing who says "I've been looking for you." Anna runs. Anna comes home and it's been hours and Dex reveals he let the hospital give her a sedative before they left. She's upset, but tells him about Preecher and she, Dex, and Kamal go out — but they find no trace.

Anna searches social media for her stalkers' usernames but comes up with nothing. She also notices the spot on her chin. She lies down and sleeps only to suddenly be awake seemingly with no idea of how she's gotten there. She hears singing and follows the sound and finds Nicolette, Thalia's house manager who is pumping — she has a new baby. Anna discovers a gift basket on the table and is upset that the director was able to send something to them at the address they are staying at. 

The phone rings and it's Siobhan but when she goes to answer, suddenly Siobhan is there. Anna has lost time again and apparently eaten the entire gift basket without realizing it. Siobhan commiserates with her — having also had a miscarriage of her own in the past. They go on a walk along the beach Siobhan has to leave but Anna keeps walking and ends up coming across a Summer Day doll with nails driven into its stomach.  Two ominous figures watch from a distance. 

Back home, Anna takes a bottle of wine and the weird doll down into the basement where she finds Talia's box of baby stuff. A basinet mobile starts playing suddenly. Anna drinks and goes through things before lying down on the floor and falling asleep. She wakes to hear noises behind a strange door and follows the sound deep into a labyrinth within the basement coming to a space full of weird jars containing fetuses and body parts. She keeps going, finding a gynecological chair and weird markings on the wall and she's grabbed and forcibly put into the chair. The figures from the beach sedate her and inject her with something.

Anna wakes up in the basement and her stomach is moving. She runs upstairs but the door is locked. Dex lets her out and she tells him she felt the baby move, but he doesn't believe her. She falls over the Summer Day doll. Dex really doesn't believe anything Anna is experiencing is real but is also struggling with the miscarriage. The next day, Anna calls Dr. Hill who dismisses feeling the baby move, but says that frightening dreams are normal. Nicolette shows up to talk to her and Anna has blood in her mouth. She looks it up and bleeding gums is a pregnancy symptom. 

Anna goes shopping at a pharmacy, but sees the strange figures and loses time again and the store is about to close. The clerk didn't see the strange women. The woman touches her stomach and she can feel the baby kicking. On the way home, she sees Sonja on the sidewalk and see Dex meeting with her. As she watches from the car, Preecher comes to the window, but Kamal scares her off. Anna changes the password on her calendar and sets an appointment of "what do you want". She gets a response "i want to warn you. they did something to your baby". Anna asks if "they" killed her baby and then goes outside. She gets a reply, "your baby isn't dead". Anna finds the decomposing body of an animal.Nicolette watches from afar.

American Horror Story: Delicate airs Wednesdays on FX.