Yep, Season 4 is first — set in the 1950s during the Kansas City crime syndicate wars. After that comes Season 2, which takes place in 1979 and covers the Gerhardt family and the Sioux Falls Massacre (you even meet a young Lou Solverson there). Then it’s the movie Fargo, set in 1987. Season 1 happens in 2006, about 19 years later, and Season 3 jumps ahead to 2010. So if you’re going by the story’s timeline, it’s- S4 ~ S2 ~ Movie ~ S1 ~ S3. Season 5’s timeline is a bit fuzzy — it’s modern-day, so it sits after S3.