I am just about finished with Season 2 of Fargo (one more episode to go), and once again, it is very enjoyable! I will then start Season 3, and thus will be done well before the season 4 premiere on Sunday, September 27th.
Usually, a TV series that has multiple seasons follow one after another chronologically. Some easy examples are Breaking Bad, The Americans, The Following, Better Call Saul, House of Cards, Narcos (actually a Netflix series, as is House of Cards), etc. But Fargo is different. Season 1 has a connection to the movie (the money buried by a fence). Season 2 goes back in time, and Season 3 forward in time. Season 2 is connected to Season 1, but Season 3 seems to be a "lone wolf", although there is a connection where a character from Season 1 appears in Season 3. Not sure about any connection with Season 4.
Still, the Fargo series (and of the course the movie) are excellent, enjoyable, and a pleasure to watch.