Great achievements have been made towards the study of realstructures on K3 surfaces. I will report on an attempt to generalize some of these results to higher dimensional analogs of K3 surfaces, namely, the so-called compact hyper-Kähler manifolds. The emphasis will be on finiteness properties of their (Klein) automorphism groups. In particular, we show that there are only finitely many real structures on a given compact hyper-Kähler manifold. It is based on a joint work with Andrea Cattaneo.[-]