"Anzio Annie" was the name given by the GI's to a long range railway gun that shelled the beachhead at Anzio from over 20 miles away. In actuality there were two guns that made up the German K-5 RR battery that shelled the Anzio Beachhead. "Robert" and "Leopold" were the names the Germans gave the two guns. Together, they composed "Anzio Annie."
These guns were deployed near Frascati, north of Anzio and hidden in railway tunnels to avoid being detected from the air. They would be taken from the tunnels and aimed by positioning them on a curved section of track until they faced Anzio. They began shelling the beachhead on February 5th and were used continuously until May 18th after which they were being evacuated by the Germans to keep from being captured.
The guns were discovered on a railroad siding in the town of Civitavecchia and captured by the 168th Infantry Regiment of the 34th Division, on 7 June 1944, shortly after the allies occupied Rome. Robert had been partially destroyed by the gun crew before they surrendered and Leopold was also damaged but not as badly.
Both guns were shipped to the U.S. Aberdeen Proving Ground, aboard the liberty ship Robert R. Livingston where they underwent tests. Following the war a K5(E) was preserved at the United States Army Ordnance Museum in Maryland. It is composed of parts from two guns that shelled Anzio beachhead during World War II. They were named Robert and Leopold by the Germans, but are better known by their Allied nicknames - Anzio Annie and Anzio Express.
In 2010 the United States Ordinance Museum was moved to Fort Lee, Virginia where "Anzio Annie" may be seen today.
An interesting article describing the guns and their use at Anzio may be found in the South African Military History Society website.