Nanostructured aluminum, tantalum, and vanadium oxide layers on glass substrates were obtained by electrochemical anodizing in oxalic and sulfuric–oxalic electrolytes. The morphological and optical properties of the obtained structures were investigated experimentally by scanning electron microscopy and transmission spectroscopy. Obtained oxide coatings are quasi-ordered arrays of vertical (aluminum oxide/tantalum oxide, aluminum oxide/vanadium oxide, and aluminum oxide obtained in the oxalic electrolyte) or non-ordered tree-like (aluminum oxide obtained in the sulfuric–oxalic electrolyte) pores depending on the initial film metal and anodizing technology. The light transmission in the range of 750–1200 nm is up to 60% for aluminum oxide/tantalum oxide/glass (annealed) and quasi-ordered aluminum oxide/glass structures, and around 40% for aluminum oxide/tantalum oxide/glass (not annealed) and aluminum oxide/vanadium oxide. Non-ordered aluminum oxide is characterized by low transmission (no more than 8%) but has a developed surface and may be of interest for the formation of films with poor adhesion on smooth substrates, for example, photocatalytic active xerogels. The refractive indices of dispersion of the obtained layers were calculated from the transmission spectra by the envelope method. The dispersion of the refractive indices of the obtained oxide films is insignificant in a wide range of wavelengths, and the deviation from the average value is assumed to be observed near the intrinsic absorption edges of the films. The glasses with proposed semi-transparent nanostructured oxide layers are promising substrate structures for subsequent sol–gel coating layers used in photocatalytic purification systems or up-conversion modules of tandem silica solar cells with forward and reverse illumination.