The Walker circulation (WC) is essential for the formation and diversity of El Niño events. However, the nonlinear WC feedback during extreme Central and Eastern El Niño episodes (C and E episodes, respectively) has received little attention. This study used observational datasets and the Atmospheric Model Intercomparison Project (AMIP) and historical simulations from the Coupled Model Intercomparison Project Phase 5 (CMIP5). Eight out of 21 historical models that simulate the El Niño-Southern Oscillation (ENSO) nonlinearity also simulate the nonlinear Bjerknes feedback in C and E episodes. The opposite does not necessarily occur. However, the underestimation of E might limit the empirical determination. Moreover, few historical models simulate the shallow conditional instability of the second kind (CISK) mechanism. Positive C episodes feature an eastward shift in the ascending branch of the Pacific Walker cell (PWC), while shallow convection prevails over the far-eastern Pacific (FEP). Positive E events feature two anomalous ascending branches located over the central-western Pacific (170°W) and FEP (80°W). Positive anomalies in sea surface temperature over the FEP induce the second ascending branch. The positive stratification anomaly in the central Pacific Ocean, which is associated with overestimated Ekman feedback, limits the eastward displacement of the first ascending branch of the PWC. The net surface heat flux determines the duration of growth of the two ascending branches of the PWC during C and E events. Because of their coarse resolution, the historical models underestimate the positive stratification anomaly in the FEP, causing the quick demise of the second ascending branch.