American Horror Story Season 6 decided to tackle a mystery that's over 400 years old, though so far they've barely scratched its surface. This year's story follows a married couple who move to North Carolina, where they experience a variety of unexplained phenomena that they then go on to share on the TV show My Roanoke Nightmare. In the premiere that's the only hint of a connection to Roanoke; no character has explicitly mentioned it yet. The Roanoke Colony was settled in 1585 by the English, who struggled to survive there and eventually vanished entirely. Though there has been plenty of speculation, no one has ever come to a definitive conclusion about what happened to the lost colonists. Still, these six Roanoke Colony theories explore the different possibilities.
There was a gap of three years in between Roanoke's governor John White going to England for supplies and his return to the colony. No one knows exactly what happened in that time because there are simply no records available. When he came back, White didn't find any evidence of foul play: there were no bodies and the colony didn't appear to have been ransacked. In fact, it was taken apart as though there were no great hurry. The agreed-upon symbol between White and the colonists about danger (a cross) was missing too, though there was one word left behind, carved into a post: Croatoan. It's the only thing anyone had to go off of when it came to the fate of the colony.
The Colonists Moved Elsewhere
Roanoke was never intended to be the final location of the colony; those that settled there had plans to move on from the start. So it is possible that they simply moved on sooner than anyone was planning to, particularly because they weren't flourishing on Roanoke Island. Some theorize that they left to settle in Chesapeake Bay, but their fate after that is still unknown. The disappearance of the colonists wasn't looked into until decades after the fact, when the colony of Jamestown was founded, and anything could have happened in that time.
They Were Killed
Though the colonists forged friendly relationships with some local Native American tribes, the same could not be said for all of them. The Roanoke colonists who disappeared were the third group that had been sent from England to settle the land; a previous group had actually been drive back to England after disagreements and violence broke out with local tribes. Years later, when John Smith was looking into the disappearances, Chief Powhatan (who was called that by the English; he was also known as Wahunsenacawh) of the nearby Powhatan tribe claimed to have killed the Roanoke settlers, though there was little evidence to back this up. The source was also John Smith, who wasn't the most reliable.
They Died Of Illness
The settlers weren't doing so well in the New World, so it is plausible that they fell victim to disease or starvation. The biggest problem with this theory is that their bodies were never found. Governor White returned to an empty colony: there were no corpses or skeletons left behind.
They Integrated With Local Native American Tribes
Croatoan was the name of a nearby island (now called Hattaras Island) that was inhabited by the Croatan Native Americans, who were friendly with the Roanoke settlers. The settlers could have relocated to the other island with the Croatans and eventually integrated into their society. There were reports, years after the fact, of Native Americans in that area (specifically the Lumbee tribe) who had English weapons and clothes, already spoke and read English, and had gray eyes. The Croatan tribe suffered greatly from outbreaks of smallpox and other diseases, which nearly destroyed them – and likely came to them from their English friends.
I mean, why not, right?
The Dare Stones
Then there are the Dare Stones. In 1937, a tourist named L.E. Hammond claimed to have found a stone with a message written on it by one of the colonists: Eleanor Dare, who was John White's daughter and the mother of the first English child born in the New World, Virginia Dare. According to the message, only seven of the settlers survived. Forty-seven additional stones were found that described the colonists' journey and Dare's eventual marriage to a Native American. The stones were proven to be fakes, though some still believe they are authentic (or at least that the first one is).
The most realistic outcome is probably a mix of every theory (er, minus the aliens). Some of the colonists probably did die due to the conditions they were living in, either from illness, hunger, or violence. Some of them probably did leave the colony, even if their destination isn't clear. They aren't the most definitive answers, but they are the only answers we have.