The vast compositional space of Prussian blue analogues (PBAs), formula AxM[M′(CN)6]y·nH2O, allows for a diverse range of functionality. Yet, the interplay between composition and physical properties—e.g., flexibility and propensity for phase transitions—is still largely unknown, despite its fundamental and industrial relevance. Here we use variable-pressure X-ray and neutron diffraction to explore how key structural features, i.e., defects, hydration, and composition, influence the compressibility and phase behavior of PBAs. Defects enhance the flexibility, manifesting as a remarkably low bulk modulus (B0 ≈ 6 GPa) for defective PBAs. Interstitial water increases B0 and enables a pressure-induced phase transition in defective systems. Conversely, hydration does not alter the compressibility of stoichiometric MnPt(CN)6, but changes the high-pressure phase transitions, suggesting an interplay between low-energy distortions. AMnCo(CN)6 (AI = Rb, Cs) transition from F4̅3m to P4̅n2 upon compression due to octahedral tilting, and the critical pressure can be tuned by the A-site cation. At 1 GPa, the symmetry of Rb0.87Mn[Co(CN)6]0.91 is further lowered to the polar space group Pn by an improper ferroelectric mechanism. These fundamental insights aim to facilitate the rational design of PBAs for applications within a wide range of fields.