Erm, the Deathly Hallows is represented as a legend in the movie-verse.
When the trio get their items from Dumbledore's will, Hermione recieves a copy of "The Tales of Beedle the Bard." Then, when they visit Luna's father, who tells them about The Deathly Hallows, Hermione remembers where she's heard about it before and then reads from the book of LEGENDS - that's where they had that little animated scene. That's the only place they show Death. From a book of legends.
So the Hallows themselves turned out to be real - because the three brothers mentioned in the story were real. Legends always have some basis in truth.
Unless, of course, you'd like to claim that "Rabbity Babbity and His Crackling Stump" is all true, as well. [Also mentioned in the movie.]