Lock the door and turn out the lights. Halloween is coming and “American Horror Story” (9 p.m., FX) is back. Last season’s most audaciously frightening series returns in a whole new setting, with some members of the cast now in entirely different roles.

The story moves from last season’s haunted Hollywood mansion to 1964 and a doomed mental asylum called Briarcliff Manor, located somewhere in New England. Jessica Lange returns, and this time she’s domineering nun Sister Jude. Sarah Paulson portrays a reporter out to investigate the incarceration of an alleged serial killer (Evan Peters) in the grim institution.

”Horror Story” made a definite impression last year. Not necessarily for its over-the-top gothic plotting, but for its relentless action and sudden, shocking developments. Many of the best dramas, like “Mad Men” and “Boardwalk Empire,” often unfold at a glacial pace. Whole seasons pass and you wonder exactly what happened. That’s not the problem here. Things come at you with startling frequency. Some may find this roller coaster ride tasteless and perverse. But it’s never dull.

Tonight’s other highlights:

• Brooke Shields returns as the miserable neighbor on “The Middle” (7 p.m., ABC).

• The comics character China White (Kelly Hu) arrives on “Arrow” (7 p.m., CW).

• The unit targets traffickers on “Law & Order: Special Victims Unit” (8 p.m., NBC).

• Phil can’t understand Luke’s disenchantment with magic on “Modern Family” (8 p.m., ABC).

• “The Houstons Remember Whitney” (9 p.m., Lifetime) recalls the life and career of Whitney Houston.

• “NOVA” (9 p.m., PBS) questions the “science” of forensics. While many television police dramas treat it like slam-dunk evidence, experts argue that bogus forensics have sent many innocent people to prison.

• Tessa returns after a summer in the city on the season premiere of “Suburgatory” (8:30 p.m., ABC).

• A desert rave becomes a murder scene on “CSI” (9 p.m., CBS).

• Severide won’t admit to a serious injury on “Chicago Fire” (9 p.m., NBC).

• “Osama bin Laden: The Finish” (9 p.m., Discovery) recalls the hunt for the terrorist leader.