The empty set is a set with no elements.
Option A: {x: x is a real number and x² - 1 = 0} is not the empty set because it contains two elements: 1 and -1, which are the solutions of the equation x² - 1 = 0.
Option B: {x: x E R and x² + 1 = 0} is also not the empty set because it contains no real numbers, but it does contain imaginary numbers. The solutions of the equation x² + 1 = 0 are +i and -i, where i is the imaginary unit.
Option C: {x: x is a real number and x² - 9 = 0} is not the empty set because it contains two elements: 3 and -3, which are the solutions of the equation x² - 9 = 0.
Option D: {x: x E R and x² = x + 2} is not the empty set because it contains two elements: 2 and -1, which are the solutions of the equation x² = x + 2.
Therefore, the correct answer is none of the given options.