“The Conjuring” is based on a real reported haunting | 
The first film in the “Conjuring”-verse is mostly an actual, reported event, if you believe in that sort of thing. As demonstrated with photos during the end credits of the movie, the Perron family really did exist, and reported they were being attacked by some kind of entity. The Warrens did, in fact, investigate. Both Lorraine Warren and the Perron family signed off on the movie as well (Ed died in 2006).

The Warrens really do have that museum of creepy things | 
The Warrens began their research in 1952 and decided to open the museum in the early 1980s, after their collection of haunted objects began to accumulate. The Warren Occult Museum is housed in the basement of the Warrens’ actual home in Monroe, Connecticut, and is full of haunted artifacts and images taken from their cases. It’s home to an organ that plays itself, a mirror that is said to summon spirits and a coffin owned by a “modern vampire.” To keep the evil at bay, a local priest comes once a month to bless everything on display.

Annabelle is a real doll | 
The opening portion of “The Conjuring” deals with Annabelle, a doll possessed by a demon. The story about two nurses who wound up with a haunted doll is a real case the Warrens dealt with. Ed and Lorraine really did take the doll back with them to their museum and keep it in a glass case.

That’s not what Annabelle looks like | 
Among the liberties taken with bringing the Annabelle story to the screen, though, is changing the doll itself. The eerie American Girl porcelain look isn’t like the doll from the real case — instead, it was a big Raggedy Ann doll with red yarn hair and button eyes.

The exorcism in “The Conjuring” never happened | 
Although the people involved claim many elements of the haunting of the Perrons really happened, the movie’s climactic possession and exorcism by Ed Warren (Patrick Wilson) isn’t among them. Lorraine Warren said her husband would never have tried to perform an exorcism, since he wasn’t a priest.

But Andrea Perron, one of the Perron children, who was 11 at the time of the events in the movie, said she did see her mother Carolyn (played by Lily Taylor in the movie) possessed. Andrea said she secretly watched a seance during the haunting and saw her mother speak a language she didn’t recognize in a different voice -- before her chair levitated and Carolyn was thrown across the room.

“Annabelle” is not the true backstory of the doll | 
The first spinoff of “The Conjuring,” “Annabelle,” serves as an origin story for the creepy doll. But none of the stuff that happens to Mia (Annabelle Wallis) and John Gordon (Ward Horton) has any documentation in reality — it was all created for the movie. The Warrens’ case with Annabelle starts in the hobby shop seen at the end of the film, where the doll was purchased by the mother of one of the nurses.

Annabelle might have a real victim, though | 
It wasn’t in any of the movies, but Annabelle might have a real victim. After it was in the Warren museum, it might have inflicted its evil on someone. According to the Warrens, a man came to the museum and banged on Annabelle’s case, mocking the doll until Ed Warren threw him out. Lorraine Warren claims the man’s girlfriend told him the pair were laughing about the doll afterward while riding away on his motorcycle — until he mysteriously lost control and crashed into a tree.

“The Amityville Horror” is also based on a Warren case | 
Mentioned in “The Conjuring 2” is another haunting the Warrens worked on in Amityville, N.Y. In that case, the Lutz family was haunted after moving into the home in which Ronnie DeFeo Jr. shot and killed six members of his family the year before. Bits of the story of the haunting are part of the story of "The Conjuring 2," and the case went on to inspire all of the movies in the various “Amityville Horror” franchises. (The Lutzes' story is now known to be a hoax.)

Amityville was also a hoax | 
The Amityville haunting story has been widely debunked. Ronnie DeFeo's lawyer, William Weber, admitted the story was a hoax he and George Lutz dreamed up. Weber had hoped to use the haunting to get his client a new trial, and the Lutzes profited from the story's widespread notoriety and fame.

“The Conjuring 2” is based on another real haunting | 
The Enfield Haunting is one of the most famous and best-documented supposed hauntings ever, and a lot of what’s seen in “The Conjuring 2” is part of the record of what’s actually supposed to have happened. For one thing, the recording of Janet Hodgson allegedly speaking in the voice of Bill Wilkins does exist in some form, as do images that allegedly show the children levitating. Police responding to calls from the family say they did see furniture move on its own, just like in the movie.

But there’s debate surrounding it, too | 
The Hodgsons really did get caught faking evidence of the Enfield Haunting. Janet Hodgson said she faked a very small amount of the evidence in the case, claiming it was because so many people were investigating and sometimes spooky things wouldn’t happen on cue. And according to at least one investigator on the case, the Warrens’ involvement was much less than in the movie — supposedly they showed up “uninvited” and stayed only one day.

“The Crooked Man” is a real English nursery rhyme | 
And it’s distinctly less sinister than in "The Conjuring 2." It was first recorded in the 1840s. The monster seen in the movie was actually just a manifestation of the demon antagonist Valak used to attack and scare the Hodgson family. But the Crooked Man is getting his own movie spinoff, and so is Valak, so expect some new backstory for "The Crooked Man" likely not based in any real hauntings or cases.

“Annabelle: Creation” is another Hollywood addition to the mythos | 
Since the movie “Annabelle” is a Hollywood creation and not the actual, true backstory of the real-life doll in the Warren museum, the same is true of “Annabelle: Creation.” The second movie is another prequel to “The Conjuring” that goes back even further in the doll’s life, to track where it first came from, but it's pretty far removed from the Warrens' cases at this point.

The Demon Nun Valak is a “real” demon... | 
The demonic nun that’s a major antagonist in “The Conjuring 2” is mostly an invention of director James Wan based on a conversation he had with Lorraine Warren about “a spectral entity that has haunted her in her house.” Valak, though, is based in demonic lore and mentioned in several books on demons from the 14th and 15th Century.

...but "The Nun" isn't based on a true story | 

The story of Valak gets fleshed out in "The Nun" a bit, explaining how the demon haunted a convent in Romania and giving something of a reason for it appearing as a nun, but it's all invented for the series and not based on real history or the Warrens' cases. Valak is known as "The Defiler," so turning positive religious imagery scary fits that description. The demon lore Valak is based on doesn't say anything about appearing as a nun, though -- it's described as a cherub-looking child with wings and rides some kind of two-headed dragon. It is associated with serpents and snakes, though, something that makes it into the movie.