Octahedral tilting is key to the structure and functionality of perovskites. Here we show how these distortions manifest in the related Prussian blue analogues (PBAs): cyanide versions of double perovskites with formula A$_x$M[M$^{\prime}$(CN)$_6$]$_{1-y}\Box _y\cdot n$H$_2$O (A = alkali metal, M and M$^{\prime}$ = transition metals, $\Box$ = vacancy/defect). Tilts are favoured by high values of $x$ if A = Na or K, whereas the transition metals play a less important role. External hydrostatic pressure can induce tilt transitions nearly irrespective of the stoichiometry, whereas thermal transitions are only reported for $x>1$. Interstitial water can alter the transitions induced by a different stimulus, but (de)hydration \textit{per se} does not lead to tilts. Implications for rational design of critical functionality -- including improper ferroelectricity and electrochemical performance -- are discussed. The results are important for a fundamental understanding of phase transitions as well as for the development of functional materials based on PBAs.
