The main results on anholonomic noncommutative and Finsler geometry in string theory are outlined. The relation of anholonomic frames and nonlinear connections to M-theory and possible noncommutative versions of locally anisotropic supergravity and D-branes are discussed. There are analyzed new classes of exact solutions with noncommutative local anisotropy describing anholonomically deformed black holes (black ellipsoids) in string gravity, embedded Finsler-string two dimensional structures, solitonically moving black holes in extra dimensions and wormholes with noncommutativity and anisotropy induced from string theory.