Analytic elasticity solutions for laminated composite cylindrical shells under cylindrical bending are presented. The material of the shell is assumed to be general cylindrically anisotropic. Based on the theory of cylindrical anisotropic elasticity coupled governing partial differential equations are developed using Lekhnitskii's stress function approach. The general expressions for the stresses and displacements in the laminated composite cylinders are discussed. The closed form solutions based on Classical Shell Theory (CST) and Donnell's theory are also derived for comparison purposes. Three examples: A) [45] off-axis unidirectional, B) [45/-45] unsymmetric and C) [45/-45], symmetric angle-ply fiber-reinforced laminated shells are shown to illustrate the effect of radius-to-thickness ratio, coupling and stacking sequence. The results show that in general CST yields poor stress and displacement distributions for thick-section composite shells, but converges to the exact elasticity solution as the radius-to-thickness ratio increases. It is also shown that Donnell's theory significantly underestimates the stress and displacement response.