Basic Shaders in HLSL
Anisotropic, Opaque, Translucent, Transparent, Coated (from left to right)

These use only indirect lighting from a specular and an irradiance cubemap.
The cube maps are processed from a HDR lighting probe using ATI CubeMapGen.
Shader and texture breakdown post
CubeMapGen google project

Stylized FX Materials - Flowing Lava - UE3 - Kingdoms of Amalur

Stylized FX Materials - River Water - UE3 - Kingdoms of Amalur

Anisotropic "Direction" Map Exploration

Anisotropic shaders have been around for some time even in games, though they don't seem to get used as often as it would seem given the amount of shiny metal in any given nex-gen game. I think a major cause of this is the lack of artist tools to properly generate "direction" maps. Compare it to creating normal maps, without the ability to bake from a hi-poly mesh to the in-game mesh, normal maps simply wouldn't be used that often.
the image below shows some examples from various methods of generating these maps and where the ability to bake from one mesh to another is needed.

example of it's use for hair

More explorations in hair

This is a custom hlsl shader and content that incorporates dual lobe aniso specular.
The texture inputs drive the anisotropic vector and a parallax effect to get more depth using less overlapping geometry.

Another concept, baking hair in shell layers.

Using MR's mia_roundcorners
This is an example using mental ray's round corner bump material to create beveled edges in a normal map(forgoes time consuming hi-poly edge beveling)

Better Tri-Planar Texture Projection
This shows how to setup a Maya shading network to get similar results as you'll see with most game engine terrain shaders(regarding the texture projection at least). Also good for quickly baking seamless textures.
Note: This setup hasn't worked since whatever version of Maya was out in 2006.
I've have found a method that works in Maya 2013(probably good thru 2017).
Will update instructions, but the trick is using the perspective cameras worldMatrix instead of samplerInfo.matrixEyeToWorld. Example Scene available here.