Show creator, Ryan Murphy, made it fairly clear last year with American Horror Story: Freak Show that eventually all the seasons would tie together in some way. We saw a lot of references to Asylum with Freak Show, both subtle and obvious, and many were wondering what references we would get in American Horror Story: Hotel. Little did we know the references would come so quickly.
We knew that Christine Estabrook was going to reprise her role as Marcy the realtor in Hotel, so it was safe to assume we would get references to Murder House in some way. Some thought that Marcy's presence would be the only reference and it would be more of a fun throwback than anything else, but who knew we would get everything we did? The question is, were you paying enough attention to catch it?
Remember the dog that Vivian and Ben Harmon brought with them to Los Angeles back in season 1? Did you also notice when Marcy came to the Hotel Cortez she had just put her dog to sleep? (A dog that came to her under very unfortunate circumstances)
If you missed it and managed to piece it together just now, the dog that Marcy was referring to was indeed the Harmon's dog, Hallie. If you missed it and still didn't manage to catch it you should probably start paying more attention to the episodes as they air because this is no doubt not the only reference that will exist throughout Hotel. The only thing I'm wondering is why Marcy insists on focusing on haunted real estate.