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Feynman diagrams (notably the triangle diagram) involving heavy enough particles contain branch cuts on the physical sheet - anomalous thresholds - which, unlike normal thresholds and bound-state poles, do not correspond to any asymptotic -particle state. ``Who ordered that?" We show that anomalous thresholds arise as a consequence of established S-matrix principles and two reasonable assumptions: unitarity below the physical region and analyticity in the mass. We find explicit nonperturbative formulas for the anomalous threshold singularity and test them against the Coleman-Thun poles of the exactly solvable integrable model.

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