Conjugate coming and going verbs (+ être) in the compound past in French (Le Passé Composé)

In Le Passé Composé (Indicatif) or conversational past, most verbs use avoir as their auxiliary.
However, a fixed number of verbs use être as their auxiliary verb instead.  
They are almost all verbs to do with movement.

Learn how to conjugate coming and going verbs in Le Passé Composé (Indicatif) in French

Je suis venu te voir.I came to see you.

Tu es rentré tard.You came home late.

Le voleur est entré par la fenêtre.The thief entered by the window.

Nous sommes revenus.We came back.

Vous êtes allés au cirque hier.You went to the circus yesterday.

Marc est tombé par terre.Marc fell on the floor.

Ils sont arrivés à l'heure.They arrived on time.

You say: Je suis allé (I went) and not j'ai allé.

ATTENTION:

Note that the past participle following être agrees with the subject of the verb.
To learn about this, see Agreeing past participle with subject's gender and number with (+ être) verbs in the compound past in French (Le Passé Composé)

The verbs to do with coming and going use être

Aller to go – allé
Venir – to come – venu
Revenir – to come back – revenu
Arriver – to arrive – arrivé
Entrer – to enter – entré
Rentrer – to re-enter – rentré
Retourner to return – retourné
Sortir – to exit – sorti
Partir – to leave – parti
Tomber – to fall – tombé
 
There is also a "house diagram" showing these verbs in one easy-to-remember picture on Wikipedia:
La maison être  
  

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Examples and resources

Le voleur est entré par la fenêtre.The thief entered by the window.
Nous sommes revenus.We came back.
Vous êtes allés au cirque hier.You went to the circus yesterday.
Marc est tombé par terre.Marc fell on the floor.
Ils sont arrivés à l'heure.They arrived on time.
Elle est allée au marché.She went to the market.
Tu es rentré tard.You came home late.
On est partis tôt.We left early.
Je suis venu te voir.I came to see you.
I'll be right with you...