Porous materials have been studied for years and are widely used in many industrial applications. More recently, they have become relevant in the field of nanotechnology as well as in fundamental studies of the new physics occurring in confined geometries. In particular, anodized porous alumina has a broad range of applications as a filter, gas and biological sensor, photonic crystal, and nanotemplate for the synthesis of various functional nanostructures, among others. Porous alumina has also been proposed as a model system for the understanding of capillary condensation and related effects. This broad interest originated from the discovery of self-organization of the porous structure in anodized alumina under certain conditions, leading to a hexagonal-close-packed array of nearly ideal cylindrical pores.