Make the crust. Crush the Oreos until they are crumbs. Mix in the unsalted butter.
Press the crumbs into the sides and the bottom of an 8 or 9-inch springform pan. Wrap the outside of the springform pan well with aluminum foil. Set aside.
Make the cheesecake. Preheat the oven to 350 degrees F.
Beat the cream cheese and sugar until well-combined.
Beat in the sour cream until well-combined.
Stir in the eggs until just mixed in. Be careful to not over mix.
Stir in the cake mix, sprinkles, and vanilla, whisking until just combined.
Fit the springform pan into a larger baking pan and fill halfway up with water.
Pour the cheesecake batter into the springform pan. Carefully place everything into the oven.
Bake for 50 - 55 minutes, or until the sides are set, but the center is jiggly like jello.
Turn off the oven, and leave the oven door open a crack for at least 2 hours.
Remove the cheesecake from the oven and run a knife around the edges to separate the cheesecake from the pan. Allow it to cool at room temperature for another hour.
Chill in the refrigerator for 3 - 4 hours, or until fully chilled through.