The Nun (who first appeared in The Conjuring 2) makes a brief appearance in Annabelle: Creation. The Nun can be seen in the shadows of a photograph shown by Sister Charlotte of her time at a convent in Romania. The post-credits scene of Annabelle: Creation also shows The Nun, though that is merely a preview for The Nun movie which was released next in the series. It's also possible that The Nun, or rather the demon Valak which sometimes takes the form of The Nun, has a direct hand in some of the supernatural events in Annabelle: Creation, but that is not confirmed in the films.