We generalise the covariant Tolman-Oppenheimer-Volkoff equations proposed in arXiv:1709.02818 gr-qc to the case of static and spherically symmetric spacetimes with anisotropic sources. The extended equations allow a detailed analysis of the role of the anisotropic terms in the interior solution of relativistic stars and lead to the generalisation of some well known solutions of this type. We show that, like in the isotropic case, one can define generating theorems for the anisotropic Tolman-Oppenheimer-Volkoff equations. We also find that it is possible to define a reconstruction algorithm able to generate a double infinity of interior solutions. Among these, we derive a class of solutions that can represent "quasi-isotropic" stars.