It's quite common - shows that have great first seasons but slowly degenerate into ****. In general, shows get worse as they progress, but there are a lot of notable exceptions.
AHS - Murder Houss is good but Asylum is better. It definitely went downhill from there though, but I do believe Hotel is a step up.
HTGAWM - I didn't really like season 2 after the winter finale but the birth scene reminded me why this is the best show on TV right now.
Breaking Bad - a rare anomaly of a show that continuously tops itself (

)