Anywhere but Homeis a live CD/DVD set released worldwide on November 22, 2004, and in the US on November 23, 2004. The CD features Evanescence's show at the Zenith in Paris, France on May 25, 2004, and bonus B-Side track.
Anywhere but Home was filmed during Evanescence's concert at Le Zénith in Paris on May 25, 2004. The tour supported the album Fallen (2003) and every song from that album except "Hello" was performed at the show. However, three new songs were released on Anywhere but Home including "Missing", "Breathe No More" (which was featured on the Elektra (2005) film soundtrack) and "Farther Away".
In December 2004, Trevin and Melanie Skeens of Maryland, who had bought the album for their thirteen-year-old daughter, filed a class action lawsuit against Wal-Mart after hearing the word 'fuck' spoken during the song "Thoughtless", a cover of a Korn song. The lawsuit claimed that while the album contained this explicit word, there was no Parental Advisory sticker on the package. It also claimed that this album violated Wal-Mart's policy of not stocking music with explicit lyrics, and that the company had to be aware of the problem because the word was dubbed out of a free sample on the Walmart.com website. The lawsuit was resolved by court order of a deal which would allow those people who bought the album at a Maryland Wal-Mart location to receive a refund. Some copies have the Parental Advisory notice, yet other copies are still sold without it now.
A secret performance of "Bring Me to Life" in Las Vegas, Nevada can be found on the DVD's main menu by moving the cursor to the largest thorn on the left-hand side of the screen. The band symbol then becomes visible. When selected, this will take the user to the hidden footage.
Johny Loftus of the website Allmusic graded the album with three and a half out of five stars. He said that the album "reasserts Amy Lee's position at Evanescence's center. Throughout the band's rise, there was the drama... but there was always the singular force of Lee, whose powerful vocals, strident public persona, and striking fashion sense broke down the doors of the alternative metal boys club." He finished his review by saying, "Appropriately, Lee is the star of Anywhere but Home. Her voice has an impressively raw quality live, and her banter with the fawning Parisian crowd is always engaging." Geoff Barton of the magazine Classic Rock graded Anywhere but Home with four out of five stars.
On the Billboard 200, the album debuted at number thirty-nine on December 11, 2004, selling 59,000 copies in its first week. On the Spanish DVD Chart, Anywhere but Home debuted at number one for the week ending November 28, 2004. It later became the best-selling music-related DVD of 2004 in Spain.