We consider anisotropic fluids with directional pressures pi = wiρ (ρ is the density, wi = const, i = 1, 2, 3) as sources of gravity in stationary cylindrically symmetric space-times. We describe a general way of obtaining exact solutions with such sources, where the main features are splitting of the Ricci tensor into static and rotational parts and using the harmonic radial coordinate. Depending on the values of wi, it appears possible to obtain general or special solutions to the Einstein equations, thus recovering some known solutions and finding new ones. Three particular examples of exact solutions are briefly described: with a stiff isotropic perfect fluid (p = ρ), with a distribution of cosmic strings of azimuthal direction (i.e., forming circles around the z axis), and with a stationary combination of two opposite radiation flows along the z axis. © 2019, Pleiades Publishing, Ltd.