Canon

Sources for Canon

Books (first source of reference):

Harry Potter and the Sorcerer's Stone
Harry Potter and the Chamber of Secrets
Harry Potter and the Prisoner of Azkaban

Books that may contain /some/ information used in the game:

Harry Potter and the Goblet of Fire
Harry Potter and the Order of the Phoenix
Harry Potter and the Half Blood Prince
Harry Potter and the Deathly Hallows

Movies (supplemental to books):

Harry Potter and the Sorcerer's Stone
Harry Potter and the Chamber of Secrets
Harry Potter and the Prisoner of Azkaban

Movies that may contain /some/ information used in the game:

Harry Potter and the Goblet of Fire
Harry Potter and the Order of the Phoenix