In Their Own Words
I am hunting both for a copy of the Strand Magazines with Sir Arthur's fairy articles and for a copy of the British Journal of Photography with Geoffrey Crawley's examination of the photos. I do, however, have a copy of Sir Arthur Conan Doyle's book on the affair, The Coming of the Fairies (the copies of the five Cottingley photos in this article are from it), and I will slowly be adding the information from that text to this article. For now though, I would like to just give Sir Arthur's impressions of the photos, as is included with each within the book.

Picture 1, Frances and the Dancing Fairies

"This original negative is asserted by expert photographers to bear not the slightest trace of combination work, retouching, or anything whatever to mark it as other than a perfectly straight single-exposure photograph, taken in the open air under natural conditions."

As Geoffrey Crawley clearly showed in Arthur C. Clarkes World of Strange Powers, the negative that is presented in Sir Arthur's book has very obviously been touched up, though it is very unlikely Sir Arthur knew that.

Picture 2, Elsie and the Gnome

"The original negative has been tested, enlarged, and analysed in the same exhaustive manner as A. [picture 1]"

Picture 3, Frances and the Leaping Fairy
Picture 4, Fairy offering Posy of Hare-Bells to Elsie
Picture 5, Fairies and their Sun-Bath

"This negative [picture 3] and the two following have been as strictly examined as the earlier ones, and similiarly disclose no trace of being other than perfectly genuine photographs. Also they have proved to have been taken from the packet given them, each plate having been privately marked unknown to the girls."

Here Sir Arthur shows enough sense to protect against the possibility of being handed a different packet of film by the girls, but still doesn't consider the possibility of simple trick photography on the youngsters' part. It proved a useless measure to mark the pack of film since the girls were then left alone to take the photos.

Variations
According to Jenny Randles in Strange & Unexplained Mysteries of the 20th Century, a "noted psychic" visited the small creek with Frances in August 1921, but though both claimed to see the fairies, no new pictures were produced. Randles gives December 1920 as the month the Strand Magazine ran Sir Arthur Conan Doyle's first article; I am attempting to dig up a copy. She states that Sir Arthur's belief in fairies was, at least in part, learned from his father, who had long reported seeing them; she also states that Sir Arthur's father had been diagnosed as mentally ill. She gives Elsie's age as being 14 in 1917; and claims that Elsie insisted that the fifth and last photo was also a hoax, but that Frances went to her death-bed insisting that it was the only one of the five that was genuine. She also says both women agreed on one other point; that, despite having faked the photos, they really had seen fairies and elves in the small Cottingley creek when they were young.
Harper's Encyclopedia of Mystical & Paranormal Experience describes Elsie and Frances as being sisters, which is simply incorrect.