Anthocyanins are one of the most widespread families of natural pigments in the plant kingdom. Their health beneficial effects have been documented in many in vivo and in vitro studies. This review summarizes the most recent literature regarding the health benefits of anthocyanins and their molecular mechanisms. It appears that several signaling pathways, including mitogen-activated protein kinase, nuclear factor κB, AMP-activated protein kinase, and Wnt/β-catenin, as well as some crucial cellular processes, such as cell cycle, apoptosis, autophagy, and biochemical metabolism, are involved in these beneficial effects and may provide potential therapeutic targets and strategies for the improvement of a wide range of diseases in future. In addition, specific anthocyanin metabolites contributing to the observed in vivo biological activities, structure-activity relationships as well as additive and synergistic efficacy of anthocyanins are also discussed.