ok. my first guesses are not far off, and i dont mean the pixies.
did you do physics at school, about positive charges attracting negative.
well it uses this principle. the first site i went on said that during a regular annodising, the aluminium is held in a jig in the tank. this jig is made of aluminium (short life jig, easy to use) or titanium (long life jig, harder to use, and expensive)
the piece being held, a body for example, has a current passed through it, this actually wears away some of the metal, 25microns apparently
now when the dye is added, the oppositely charged body will attract the dye particles, this adds 50microns, so the overall thickness increase when annodised.
about fades, I couldnt find alot to quickly explain it be heres a quote
'Fades aren't too tough, just time consuming. Dye it the dark color, then slowly lower the part into a bucket of bleach until the area that will be the light cover is completely submerged, then slowly pull it back out and dunk it in the light color. Seal it and it's done. I've done splash by flinging dark colors at light colors, but it never came out very good'
this was just some simple anno done at home i gathered, im sure industrial processes are much more detailed and random.
errr. that should help, i probably missed something out, but i prefer the pixies