Some sources you might enjoy reading:

• Mark Twain's magazine-style description of Chang and Eng Bunker, the Siamese twins, who retired from show biz and bought a plantation and slaves (meaning: they were pretty well off), and then the Civil War broke out and their fortunes were considerably diminished.

Twain's piece seems to largely be fictionalized, actually - lots of gags and inaccuracies. But the fact that they were that much in the popular imagination says something about their standing, I think.

• A Cabinet of Medical Curiosities by Dr. Jan Bondeson, which takes a medical perspective of some famous cases, but includes personal information. Julia Pastrana is the little hairy woman on the cover.

That might be the best starting point.

• Especially pertinent to American Horror Story is the case of Grady Stiles. There was one good book on his case, but I honestly can't remember which one it was. I think it was Fred Rosen's Lobster Boy: The Bizarre Life and Brutal Death of Grady Stiles Jr. but can't swear to it. (Might also be Erik Hedegaard's Cruel & Unusual: the Bizarre Life and Ugly Death of Grady Stiles, the Lobster Boy - they both have pretty similar covers, and really similar subtitles.)

• Shocked and Amazed: On & Off the Midway by James Taylor is also a pretty good introduction to sideshow lore and the life of the carnival. It's a collection of articles from Taylor's sideshow magazine, produced in conjunction with his sideshow museum (and website).

"Treated well or exploited" is kind of tricky. I mean, exploitation is part of the deal, but some performers made fairly good money.

There was a hierarchy within the sideshow. At the bottom was the Geek, who was usually a bum who dressed up as a wild man or beast man and who had an act that climaxed with biting the head off a live chicken.

Not much skill, and no physical oddities. Skilled performers like blockheads (Jim Rose is one) were higher up, and so were oddities, with, like, acrobats and trapeze artists pretty far up the pecking order.

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Less formally, I know that in Sarasota, in an otherwise normal suburban neighborhood of 1940s-era tract houses, there are two houses that look like miniature castles. The story goes that they were built for the husband-and-wife dwarves who performed with the Ringling Brothers circus in the 1930s.

This is denied by the Ringling family, but the houses are definitely there, definitely featured in tours and definitely stand out - it seems like they were built first and the rest of the neighborhood sprang up around them. (Just west of 41, east of Bayside and north of Myrtle, if you're curious - walking distance from the Ringling estates.)

(EDIT: Getting my directions right - Sarasota always seems backwards to someone raised on the Atlantic coast.)

I'm only a lurker, but it would probably greatly help people who are qualified to answer this question if you clarified what area, time period, etc, you were specifically interested in, if any. I'd imagine a subject this this could have a wide range of answers, depending on this aspects.