The recent discovery of superconductivity in iron-pnictides (Y. Kamihara et al., J. Am. Chem. Soc. 130 (2008) 3296) stimulated extensive experimental and theoretical work to explore the fundamental mechanisms of the pairing in these novel high-temperature superconductors. Here, the anisotropic properties of high-quality single crystals of optimally doped SmFeAsO1 xFy, NdFeAsO1 xFy, and Ba1 xRbxFe2As2 were studied by torque and SQUID magnetometry. It was found that in the superconducting state the magnetic penetration depth anisotropy parameter increases with decreasing temperature, in contrast to the steadily decreasing upper critical field anisotropy parameter. Investigations of the field dependence of penetration depth in SmFeAsO1 xFy show a pronounced decrease of the superfluid density as the field is increased. The results are interpreted in terms of a two-gap model and compared to those of various layered high-temperature superconductors such as other iron-based superconductors, MgB2, and cuprates.