Apart from artistic purposes, what are some practical uses of negative, zero or positive anisotropy? I do understand how it affects the scattering direction but I am not sure when is it useful.
Anisotropy is the scattering direction depending on which way the light ray is moving. If we input positive values in Anisotropy node, it will scatter the light beams in the direction the original light beam is traveling.
The exact opposite of this: if we enter a negative value, it will scatter in the direction opposite to the original light beam direction.
By setting it to 0, it will scatter randomly in any direction, irrespective of the original light beam direction.
For more information, have a look at this link below :
The Blender documentation says:
Volume Scatter lets light scatter in other directions as it hits particles in the volume. The anisotropy defines in which direction the light is more likely to scatter. A value of 0 will let light scatter evenly in all directions (somewhat similar to the diffuse BSDF node), negative values let light scatter mostly backwards, and positive values let light scatter mostly forward. This can be used to shade white smoke or clouds for example.
The Vray documentation adds some examples:
Most water-based materials (e.g. skin, milk) exhibit strong forward scattering, while hard materials like marble exhibit backward scattering.