Undoped porous WO3 nanofilms with large surface area were fabricated on porous anodic alumina substrates by magnetron sputtering. The nanofilms exhibited significant room-temperature ferromagnetism, at least one order of magnitude stronger than other reported undoped WO3 films. By controlling the oxygen partial pressure and the sputtering time during the deposition process, the saturation magnetization of the samples could be tuned over a large range, from 0.1 to 21.7 emu/cm3. Obvious magnetic anisotropy was found in the porous samples, indicating that the magnetic behavior is related to the regular pore structure perpendicular to the surface. Moreover, the first theoretical evidence that the Curie temperature of the sample is higher than room temperature was provided. When annealed in argon, the WO3 nanofilms turned black and showed a combination of a narrowed bandgap and enhanced ferromagnetism. These interesting phenomena are explained based upon the concept of hydrogen-like impurity states associated with oxygen vacancies.