yup, annodising needs to be on something that forms a surface layer....... titanium, niobium or aluminium. Most people think titanium and aluminium are really tough and unreactive/corrosion resistant...... they aren't. They are incredibly reactive, so reactive that they bind to oxygen as soon as they hit the air...... this forms a thin layer of aluminium oxide (or titanium oxide) that is very unreactive....(it's already grabbed something) and stops anything in the atmosphere from getting to the reactive metal... nicks and scratches also bind to oxygen as soon as they happen and re-protect, that's why you can make greenhouses etc out of aluminium and leave the metal bare. Annodising enhances this normal reaction and makes a controlled coating, that's tough, resistant and looks pretty.
Steel (or iron etc....) reacts differently...... it's a lot less reactive than aluminium/titanium so it happens slower but goes deeper... that's why when steel rusts it "eats" right through.
Ever see thermite go off? it's just iron oxide (rust) and aluminium powder...... you ignite them and the aluminium "rips off" the oxygen from the rust as it's more reactive......... generates huge heat, leaves you with molten iron as it hits 900 degrees!
Sorry, went off on one....... what are you building?