Electromagnetic or acoustic metamaterials can be described in terms of equivalent effective, in general anisotropic, media and several techniques exist to determine the effective permeability and permittivity (or effective mass density and bulk modulus in the context of acoustics). Among these techniques, retrieval methods use the measured reflection and transmission coefficients (or scattering coefficients) for waves incident on a metamaterial slab containing few unit cells. Until now, anisotropic effective slabs have been considered in the literature but they are limited to the case where one of the axes of anisotropy is aligned with the slab interface. We propose an extension to arbitrary orientations of the principal axes of anisotropy and oblique incidence. The retrieval method is illustrated in the electromagnetic case for layered media, and in the acoustic case for array of tilted elliptical particles.