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Quantile-quantile plots, also known as qq-plots, are useful for comparing two datasets, one of which may be sampled from a certain distribution. They are essentially scatter plots of the quantiles of one dataset vs. the quantiles of another:

set.seed(1) # constant seed for reproducibility
df = data.frame(samples = c(rnorm(200, 1, 1),
rnorm(200, 0, 1),
rnorm(200, 0, 2)))
df$parameter[1:200] = "$\\mathcal{N}(1, 1)$"
df$parameter[201:400] = "$\\mathcal{N}(0, 1)$"
df$parameter[401:600] = "$\\mathcal{N}(0, 2)$"
bins = 30,
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