During recent 10 years, the interest in characterization of colloidal semiconductor films, focused initially on the observation of the quantum size effect, extended to more general aspects of their photoelectrochemical behavior. These include, in particular, the mechanism of charge separation in such networks of nanoparticles and the way by which charge carriers are transported across the films. In this chapter, an apparently anomalous photoelectrochemical behavior of titanium dioxide films composed of ca. 30 nm in diameter or larger nanoparticles is delineated. It is shown, among others, that nanoporous rutile Ti0₂ films exhibit much lower activity toward photooxidation of small organic molecules than the films composed of anatase nanoparticles of similar size. The maximum of the spectral photoresponse of the anatase Ti0₂ films, with thicknesses ranging from less than 1 μm to ea. 45 μm, is located close to 300 nm corresponding to a short (few tens nm) penetration depth of the incident light. In addition, the nanoporous anatase films with thicknesses exceeding by 2-3 orders of magnitude the actual light penetration depth preserve excellent photocurrent-voltage characteristics. This is also the case for the nonannealed anatase films formed by electrophoretic deposition. The unusual behavior of the nanocrystalline anatase films is considered in terms of the self-doping induced by the passage of the photocurrent through the film, leading to the Mott transition in the shallow donor level of anatase. This results in a sharp rise in the electrical conductivity of the film. The self-doping mechanism is proposed to account equally for the electron transport through the dye-sensitized nanostructured anatase electrodes used in liquid-junction photovoltaic cells.