Her performance of Kurt Weill and Maxwell Anderson's song from Knickerbocker Holiday is now available for purchase on iTunes.

This isn't the first time Lange has performed on "AHS." She took the stage for a performance of David Bowie's "Life On Mars" during the Oct. 8 season premiere, and she later performed Lana Del Rey's "Gods & Monsters." She also sang "Name Game" during the second season ("Asylum").

Read more about "AHS: Freak Show" here.

Lange has starred on Broadway in The Glass Menagerie and A Streetcar Named Desire. She received Academy Awards for her performances in "Blue Sky" and "Tootsie" and was nominated for "Music Box," "Sweet Dreams," "Country" and "Frances."

"Freak Show" also features Kathy Bates, Sarah Paulson, Frances Conroy, Evan Peters, Denis O'Hare, Gabourey Sidibe, Emma Roberts, Finn Wittrock, Michael Chiklis, John Carroll Lynch, Wes Bentley and Patti LaBelle. According to FX, "'American Horror Story: Freak Show' begins its tale in the quiet, sleepy hamlet of Jupiter, Florida. The year is 1952. A troupe of curiosities has just arrived to town, coinciding with the strange emergence of a dark entity that savagely threatens the lives of townsfolk and freaks alike. This is the story of the performers and their desperate journey of survival amidst the dying world of the American carny experience."

The song is available for purchase here.