This chapter surveys the finance literature on anomalous stock portfolios. These portfolios have long positions in selected stocks and short positions in other stocks. Early examples are the size and value anomaly stock portfolios. To explain these anomalies, Fama and French (1992), Fama and French (1993) famously created a three-factor model comprised of a market factor, a size factor that is long small capitalization stocks and short big capitalization stocks, and a value factor that is long high book-to-market equity ratio stocks and short low book-to-market equity ratio stocks. Many subsequent research papers have been published on a wide variety of other long/short anomaly portfolios over the past three decades. In the last few years, work on anomaly stock portfolios has accelerated with some excellent comprehensive studies of hundreds of such anomalies in top finance journals. To encourage research on anomalies, authors of some of recent studies are making available their stock return data series on the internet for hundreds of anomaly portfolios—for example, Chen and Zimmermann (2022) and Jensen et al. (2023). We have downloaded data from these studies via their online websites. This open source data are publicly available to researchers. In forthcoming chapters of this book, we employ this data to conduct empirical tests on the ability of alternative asset pricing models to explain almost 300 anomaly stock portfolios.