“The woman was holding her baby.” “A man came to the house.” Those are my notes on Them Episode 3 (“Day 4”), which revolves around the nightmare from which Livia Emory awakes on the morning of her family’s fourth day in their new home, a nightmare about her baby Chester and…whatever happened to him in North Carolina. Simple statements, conveyed with simple shots, all the more menacing for their simplicity. Whatever did happen on “that day,” as her husband Henry refers to it—and from the show’s first scene there’s been a dreadful, growing certainty that we’ll be forced to bear witness to it at some point—there’s no distance far enough to move from it, not even all the way across the country. It’s always there.