Anselmo is of Italian descent, was born in Mexico and grew up in New York City and Connecticut. He is a former US Marine Corp combat veteran who fought in Beirut, Lebanon in the 1980s. His latest film, Stateside (2004) is an autobiographical love story that took place in his late teens. He is President of Seven Hills Pictures which he founded in 1998 after the success of his film The Outfitters (1999). Anselmo's father, Rene Anselmo, was the co-founder for the predecessor of Univision and the Spanish International Network, and in 1984 founded PanAmSat, where he placed his personal funds on the line to launch the world's first privately owned international satellite. Pan Am Sat sold to General Motors in the early 1990s.