He has written films like Drohkaal (1994), Ghulam (1998), The Legend of Bhagat Singh (2002) and Raajneeti (2010).
In 1998, Anjum wrote the screenplay for the film China Gate along with writing the story and screenplay for the hit crime-thriller Ghulam, starring Aamir Khan and Rani Mukherji.
He was the script consultant on Prakash Jha's crime-drama Apaharan (2005) and Anjum's association with him extended for the next four successive films that Prakash Jha directed, with Anjum writing for Raajneeti (2010), Aarakshan (2011), Chakravyuh and his latest release Satyagraha (2013).
Apart from being a script consultant on several films, he also conducts workshops, seminars and conferences on screenwriting.
In mid-2014, he joined with Mumbai Mantra as Convenor for their new initiative, the Mumbai Mantra CineRise Screenwriting Programme - 100 Storytellers A Year - a process of nurturing screenwriting talent, planned with 8 defined stages[4] of creative intervention, which invited applications from Indian screenwriters from any part of the world, including non-resident Indians and even those with mixed Indian parentage.