Natacha was born in Salt Lake City, Utah in Jan 1897 as Winifred Kimball Shaughnssy. When her mother, Winifred Kimball, married her 4th husband millionaire perfume manufacturer Richard Hudnut, he adopted her. Her name was legally changed to Winifred Hudnut. She used the stage name Natacha Rambova most likely to attract people's interest. She married Rudolph Valentino. California law required a 1 year waiting period after a divorce. Since it had been less than one year since Rudolph Valentino's divorce from his first wife, Jean Acker, he was arrested and charged with bigamy. His marriage to Natacha was annulled and they were oredered to remain apart for one year. They quietly remarried 1 year later in Indiana. After they met the wannabe actress, Elizabeth, they started an unusual relationship with her. Once she and Valentino became afflicted they turned Elizabeth and attempted to get her to run away with them. When her husband, James March, found out about their plans he trapped Natacha and her husband in a closed hallway of the Cortez.
Personality and Appearance
Natacha is a tall and skinny brunette woman with beautiful eyes. She is described as "the most exotic woman in the whole world".
Valentino and Natacha attacked two of the men who worked under the renovations of the hotel and found a closed hallway with only one room and a few walled doors. When they killed them and drank their blood, they found a group of friends who checked into the hotel. After feeding upon them, and also Marcy, they became young and full of life again and left the hotel. 
After a few days, Elizabeth finds out that they're staying at a local motel with the help of a detective. She and Rudolph plan to trick and kill Natacha and live together for eternity. When she arrives back at the motel after a day of shopping, Elizabeth invites her to a girls' night at the Hotel Cortez.
When Natacha arrives for the party, Elizabeth starts kissing her but then Natacha asks what does she want, they have an argument and Elizabeth shoots her in the forehead.
- To Elizabeth: "Gods have appetites."
- To her friend: "They'll print anything to sell magazines."
- To Elizabeth: "I should've killed you after our first tango."
- This character is loosely based on the real Natacha Rambova, though in this case, there is an error in the show as this Rambova was supposedly sealed up in the hotel with Valentino shortly after the latter faked his death in 1926. The real Natacha lived another fourty years and remarried in the 1930s. However, due to the supernatural nature of the show, this could be an alternate world where Rambova disappeared in history shortly after Valentino's "death" due to being sealed in the Hotel Cortez, possibly thought to have been one of the women who committed suicide over Valentino's death.
- The three-way relationship between Elizabeth, Rudolph Valentino and Natacha could be the American Horror Story in-universe version of the real sapphic relationship between Natacha Rambova and actress Alla Nazimova, carefully hidden to the public with arranged marriages.