We report on 8.7 and 7.6 yr of Rossi X-Ray Timing Explorer (RXTE) observations of the anomalous X-ray pulsars (AXPs) RXS J170849.0–400910 and 1E 1841–045, respectively. These observations have allowed us to study the long-term timing, pulsed flux, and pulse profile evolution of these objects. We report on four new glitches, one from RXS J170849.0–400910 and three from 1E 1841–045. With nearly all known persistent AXPs now seen to glitch, such behavior is clearly generic to this source class. We show that in terms of fractional frequency change, AXPs are among the most actively glitching neutron stars, with glitch amplitudes in general larger than in radio pulsars. However, in terms of absolute glitch amplitude, AXP glitches are unremarkable. Unlike radio pulsar glitches, AXP glitches can sometimes, though not always, be accompanied by radiative events. We show that the largest observed AXP glitches have recoveries that are unusual among those of radio pulsar glitches, with the combination of recovery time scale and fraction yielding changes in spin-down rates following the glitch similar to, or larger than, the long-term average. We also observed a large long-term fractional increase in the magnitude of the spin-down rate of 1E 1841–045, following its largest glitch, with $Δ d{ν }/d{ν } = 0.1$ -->. These observations are challenging to interpret in standard glitch models, as is the frequent occurence of large glitches given AXPs' high measured temperatures. We speculate that the stellar core may be involved in the largest AXP glitches.