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Although van der Waals layered magnetic materials have received much attention in recent years, one such material, CrI₂, has never had its magnetic properties properly characterized. CrI₂ is very hygroscopic, but melts congruently around 800-900 °C, facilitating crystal growth. From powder neutron diffraction measurements, we show that orthorhombic CrI₂ has a screw-like helimagnetic order below ~17 K, with a ~90° spin rotation between consecutive Cr²⁺ ions along the ribbon chains. Structurally and magnetically, CrI₂ is strikingly similar to CuCl₂ and CuBr₂, and density functional theory calculations suggest a similar central role for a sizable antiferromagnetic interaction for the next-nearest-neighbor intrachain coupling. CrBr₂ and CrI_2-xBr_x can be synthesized in a similar manner, with single-crystal x-ray diffraction showing that CrIBr exhibits a random substitution on the anion site; these compounds show similar magnetic susceptibility behavior to CrI₂, suggesting that a similar helimagnetic order may be present. There are many promising avenues of future research: isolation of monolayer CrI₂ has already been reported, which may be also be helimagnetic; and orthorhombic CrI₂ has been suggested to be a candidate sliding ferroelectric.