The May bank holiday series Jamaica Inn was based on a novel of the same name by Daphne du Maurier. This first appeared in 1936 and it had already been filmed by Alfred Hitchcock and adapted for TV (in the 1980s) before the latest version.
The landscapes in which the story is set are real, such as Bodmin Moor in Cornwall. Du Maurier lived for much of her life in Cornwall, knew and loved the place and a lot of her work is set there. Jamaica Inn itself is also real, and in fact you can still go for a meal or drink or even stay there - you can find it here - though it is now a lot less scary and a lot more comfortable than the inn described by du Maurier!
However, the characters and their actions are fictional. In particular, the wreckers in the story, who lure ships onto the rocks with false lights so they can steal their cargo, although the subject of many legends may not have really existed. There is disagreement about this, but no definite example of wrecking in Cornwall has been found although stories abound.