Self-organized separation of multi-species charged particles in anisotropically confined two-dimensional systems is studied by means of molecular dynamics simulation. The multi-species particles of different mass and charge, interacting through a Coulomb potential, are confined by external potentials of different shapes, such as the circular, elliptical, triangular and square shaped potentials. It is found that the different particles segregate into different shells, with the particles having the largest (smallest) mass-to-charge ratio located nearest to (furthest away from) the system center. When the different particles possess the same mass-to-charge ratio, they become mixed together, despite having different mass and charge. This general rule is independent of the total number of particles, the number of species and the symmetries of the different confinement potentials. When these potentials rotate at a sufficiently high frequency around their origins, the anisotropy of the system configuration can be destroyed, and the whole system configuration becomes circular in shape, while the general rule of particle separation remains valid.