Missy Stone was a child struck by Sister Jude's car in her secular past and is presumed to be dead. She appears to Sister Jude during the exorcism of Jed Potter and accuses her of never even getting out of the car. She is reported in a 1949 newspaper mysteriously delivered to Sister Jude as "Missing". During the storm, she again plagues Sister Jude with accusations, this time by phone and when her shattered glasses are discovered upon the nun's desk. When Sister Jude goes to the Stone household to confess to the hit-and-run, she learns, to her shock, that Missy is alive and well with a child of her own. Missy survived the hit-and-run with a few broken bones. Her father vowed to get revenge, but eventually decided that the ultimate punishment for the culprit would be having to deal with the torment for the rest of their life.
- She is the second hit-and-run case in the series. The first was Adelaide Langdon, who was struck and killed in Murder House. Both characters are connected to the characters portrayed by Jessica Lange in the respective seasons.