A century after its conception, quantum mechanics still hold surprises that contradict many "common sense" notions. The contradiction is especially sharp in case one consider trajectories of truly quantum objects such as single photons. From a classical point of view, trajectories are well defined for particles, but not for waves. The wave-particle duality forces a breakdown of this dichotomy and quantum mechanics resolves this in a remarkable way: Trajectories can be well defined, but they are utterly different from classical trajectories. Here, we give an operational definition to the trajectory of a single photon by introducing a technique to mark its path using its spectral composition. The method demonstrates that the frequency degree of freedom can be used as a bona fide quantum measurement device (meter). The analysis of a number of setups, using our operational definition, leads to anomalous trajectories which are noncontinuous and in some cases do not even connect the source of the photon to where it is detected. We carried out an experimental demonstration of these anomalous trajectories using a nested interferometer. We show that the two-state vector formalism provides a simple explanation for the results. © 2017 American Physical Society.