New Set Pictures have leaked from the filming and there's a also a video where you can (apparently) hear Sarah Paulson screaming, and some people can hear Kathy Bates as well.
Set Pictures:
https://twitter.com/hotelahs/status/770701897724559361
Set Video (if real):
https://twitter.com/ahsleak/status/770689897984385024
(Sorry I can't post them properly, I'm on my phone
)