This review addresses the main contributions of anodic oxide films synthesized and designed to overcome the current limitations of practical applications in energy conversion and storage devices. We present some strategies adopted to improve the efficiency, stability, and overall performance of these sustainable technologies operating via photo, photoelectrochemical, and electrochemical processes. The facile and scalable synthesis with strict control of the properties combined with the low-cost, high surface area, chemical stability, and unidirectional orientation of these nanostructures make the anodized oxides attractive for these applications. Assuming different functionalities, TiO2-NT is the widely explored anodic oxide in dye-sensitized solar cells, PEC water-splitting systems, fuel cells, supercapacitors, and batteries. However, other nanostructured anodic films based on WO3, CuxO, ZnO, NiO, SnO, Fe2O3, ZrO2, Nb2O5, and Ta2O5 are also explored and act as the respective active layers in several devices. The use of AAO as a structural material to guide the synthesis is also reported. Although in the development stage, the proof-of-concept of these devices demonstrates the feasibility of using the anodic oxide as a component and opens up new perspectives for the industrial and commercial utilization of these technologies.