We studied the Brownian motion of isolated ellipsoidal particles in water confined to two dimensions and elucidated the effects of coupling between rotational and translational motion. By using digital video microscopy, we quantified the crossover from short-time anisotropic to long-time isotropic diffusion and directly measured probability distributions functions for displacements. We confirmed and interpreted our measurements by using Langevin theory and numerical simulations. Our theory and observations provide insights into fundamental diffusive processes, which are potentially useful for understanding transport in membranes and for understanding the motions of anisotropic macromolecules.