A non-traditional point of view to the nature of anomalous skin effect is proposed on the basis of an analysis of the problem of coupling modes in the electron plasma of a metal. It is shown that the anomalous skin effect in an applied magnetic field is in fact the result of interaction and coupling of a number of intrinsic electromagnetic modes excited due to nonlocal effects and specific properties of doppleron modes. It is proved that the magnetic field dependence of anomalous skin effect is determined by the shape of the Fermi surface of the metal and that the classical anomalous skin effect in the model of free electrons is just a special case. ©1998 American Institute of Physics.