Police investigation methods and tools are very efficient today in tracking down a cyber-attack. As a consequence, skilled cyber-terrorists now use some particular techniques in order to hide their real electronic identity. They can even mislead the investigators by showing another identity. Unfortunately, these techniques increasingly become widespread. We present several of these techniques and show how they can either help or betray attackers. An important conclusion of this paper is that unfortunately nowadays anonymity is practically attainable. The solution can not only rely on technology. International collaboration and information sharing is a key to this problem.