Margot Robbie auditioned for American Horror Story: Asylum, but her star power proved too strong for the series.
"Margot is probably one of my favorite auditions of all time, and it was right before she broke out. She was such a star. It was crazy, her star appeal when she walked in the room," casting director Eric Dawson said in an interview with In the Envelope: The Actor’s Podcast. "Margot has a lot of 'it' factors. That’s the tough thing for casting directors who aren’t in the room [anymore] with actors."
American Horror Story: Asylum starred Sarah Paulson as Lana Winters, a journalist wrongfully institutionalized at Briarcliff Manor and mistreated at the hands of Jessica Lange's Mother Superior. The season also starred Zachary Quinto, Evan Peters, Lily Rabe, Joseph Fiennes, James Cromwell, and Lizzie Brochere. It's likely that Robbie auditioned for the part of Lana Winters, or that of Sister Mary Eunice, a shy nun who becomes possessed by the devil, played by Rabe.
Dawson continued: "Even though she didn’t get that role, that was one of those things as a casting director where you go: This is a star, what do we do with her? Immediately, though, she was out of our realm of possibility of hiring. But that’s really the fun part of casting, is seeing the people whose careers are just rising."
AHS: Asylum aired in 2012, around the same time Robbie was starring in the short-lived period drama Pan Am. Robbie would star as Naomi Lapaglia in The Wolf of Wall Street, kickstarting her career and leading to a series of roles that would eventually land her Harley Quinn in Suicide Squad and Tony Harding in I, Tonya. As Ryan Murphy casts the same actors in each season of American Horror Story, it's likely that Robbie would've
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