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Now, the real story behind this goes like this:
In Japan, people would used to abduct children and take them deep into woods where no one could find them. In the woods, they would extract/add appendages to the children.

What's even more horrible, is that when the children tried escaping or, at the least, screaming/crying, the "circus masters" would throw acid on their face and cover it up with flowers.
When the children's appendages were added/removed, people would actually come and pay and see the deformities, as they call them.

Now, would you like to read the actual, fictional story?
A young child walked through the busy streets, looking for something to do. She was always bored. "I wish a circus would come to town."
"Be careful what you wish for." Came a voice behind her. "You just might get it."

She turned to see a pair of twins dressed as clowns. The boy handed her a flyer and smiled. "You're in luck. There's a circus set up in the woods nearby."
The girl smiled. "Come and see the deformity! The rare and unusual at the Dark Woods Circus!" she yelled, obviously advertising.
The child looked up at them. "But, isn't that a freak show?"
The twins looked at each other. "I don't see the difference." The girl said.
The two ran off, and the boy looked over his shoulder. "Follow us! Come and see the Dark Woods Circus!"

The girl felt nervous, like something was off, but her curiosity got the best of her. She ran after the two into the forest. She looked up to see two very tall people. One with long silver hair, the other with a blonde ponytail. The silver haired woman was dressed in a blue suit, and the blonde woman was dressed in a teal dress. "Hello." Said the silver haired woman. "Are you here for the circus?"
The girl nodded, but stopped. "Well, I would be, but I don't have a ticket."
The blonde woman laughed. "A ticket, she says!" she laughed again, looking down at the girl. "You don't need a ticket to visit the Dark Woods Circus!"
"R-really?"
"Of course! This is only opening night, so free admission is mandatory!" the silver haired woman smiled.
"Oh, okay." The girl smiled and walked into the tent. She saw the twins again, but something was different. They were one body, with two heads. They wore a green and orange circus suit.

So this is what they meant by deformity…

She was once again curious, and her impatience grew. She slipped into the back, somehow not seen. She saw a girl with long green hair in a cage with a blindfold. She was wearing a long blue dress. She moved on to see a blue haired boy in a straightjacket, sitting at a table. The twins walked in, but didn't see the girl from her hiding place.

The blindfolded girl heard their steps, and said, "Len? Is that you?"
The blonde boy smiled slightly. "More or less." He reached in and took her blindfold off.
She opened her eyes and smiled. "Thank you. How was your performance?"
The girl twin laughed. "You should've seen their faces! I swear, they get more and more surprised with each town we visit!"
The green haired girl smiled. "I'm glad you enjoyed yourselves." She stood up, and the girl stifled a gasp. The green haired girl had goat legs!

Len reached in to grab the green haired girl's hand. "I know it's hard, Miku, but it's just for a bit longer."
The girl saw tears falling down Miku's face. "But it hurts so much! How much longer until I fully rot away?"
The girl noticed skin hanging loose from one arm. She felt tears p r i c k her own eyes. How could they do this to people?
Len turned his head to face his twin's. "How long have we been like this, Rin?"
Rin sighed. "About two years. I don't think we have much longer."

Len reluctantly pulled away from Miku. "I'm sorry, but we have to feed Kaito." They walked over to the blue haired boy's cage and picked up a piece of raw meat. "Here Kaito. Raw and cold, just the way you like it." Rin smiled. They opened the cage door, and set the meat on the table.
Kaito just looked at them blankly for a second before bending over to eat the meat.
"I wish the mistress wouldn't make him eat with his straightjacket on." Rin sighed. They walked out of the cage.
Miku screamed, and the twins raced back to her. "It hurts, it hurts!" she screamed.
Len put his hand to her face, but recoiled at first. The girl saw bits of liquid flesh sticking to his hand. Len sighed, and put his hand back in. "Hang in there. It'll be over soon." He comforted.
The girl watched in both fascination and horror as Miku slowly melted away. All that was left was the hair Len had grabbed onto.

"Miku…" he sobbed.
Rin turned her head and the two ran back to Kaito's cage. "We're getting out of here!" Rin whispered frantically to him. He looked up at her.
"Miku just rotted away, and if we stay here, we'll be next!" Rin struggled with the knots on the straightjacket. "Len help!"
But Len's hand held desperately onto all that was left of Miku.
"Ugh! You're no help! Miku would want you to help us get out of here, right?"
Without knowing it, the girl moved from her hiding place. She saw a brown haired woman in a red dress walk in. "Trying to escape, are we?" She snapped her fingers, and the twins, along with Kaito, melted into nothing. Then the woman turned.
"Well, we can't have you blabbing to the public, now can we?"

Many weeks later, a boy sat, bored out of his mind.
"Would you like to visit the Dark Woods Circus?" came a voice behind him.
He turned to see a girl in a pink dress holding flyers. She smiled, but thought, Why didn't I just leave it alone?
Silly girl. Didn't you ever hear the phrase, 'Curiosity killed the cat'?