  Generalizing the Knizhnik-Zamolodchikov equations, we derive a hierarchy of
non-linear Ward identities for affine-Virasoro correlators. The hierarchy
follows from null states of the Knizhnik-Zamolodchikov type and the assumption
of factorization, whose consistency we verify at an abstract level. Solution of
the equations requires concrete factorization ans\"atze, which may vary over
affine-Virasoro space. As a first example, we solve the non-linear equations
for the coset constructions, using a matrix factorization. The resulting coset
correlators satisfy first-order linear partial differential equations whose
solutions are the coset blocks defined by Douglas.
