Thermal instability (TI) can strongly affect the structure and dynamics of the interstellar medium (ISM) in the Milky Way and other disk galaxies. Thermal conduction plays an important role in the TI by stabilizing small scales and limiting the size of the smallest condensates. In the magnetized ISM, however, heat is conducted anisotropically (primarily along magnetic field lines). We investigate the effects of anisotropic thermal conduction on the nonlinear regime of the TI by performing two-dimensional magnetohydrodynamic simulations. We present models with magnetic fields of different initial geometries and strengths, and compare them to hydrodynamic models with isotropic conduction. We find anisotropic conduction does not significantly alter the overall density and temperature statistics in the saturated state of the TI. However, it can strongly affect the shapes and sizes of cold clouds formed by the TI. For example, for uniform initial fields long filaments of cold gas are produced that are reminiscent of some observed HI clouds. For initially tangled fields, such filaments are not produced. We also show that anisotropic conduction suppresses turbulence generated by evaporative flows from the surfaces of cold blobs, which may have implications for mechanisms for driving turbulence in the ISM.