anhalten
to stop
To stop moving or come to a standstill. This can refer to vehicles, people, or machines.
Der Bus musste an der roten Ampel anhalten.
The bus had to stop at the red light.

to stop / continue
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to stop
To stop moving or come to a standstill. This can refer to vehicles, people, or machines.
Der Bus musste an der roten Ampel anhalten.
The bus had to stop at the red light.

'Anhalten' (to stop / continue) is a separable verb. The prefix 'an-' goes to the end in main clauses. In subordinate clauses and in the infinitive with 'zu', the verb stays together.
Der Fahrer hielt plötzlich an.
The driver stopped suddenly.
The auxiliary verb in the perfect tense depends on the meaning. For 'stoppen' (to stop) in its intransitive use, 'haben' is usually used. For 'andauern' (to continue/last), 'haben' is always used.
Der Schneefall hat die ganze Nacht angehalten.
The snowfall continued all night.
You can recognize the meaning from context. If it is about movement that stops (car, person), it means 'stoppen' (to stop). If it is about a condition that continues (weather, pain), it means 'andauern' (to continue/last).
Bitte halten Sie an der nächsten Haltestelle an.
Please stop at the next stop.
A very common transitive use is the fixed expression 'den Atem anhalten' (to hold one's breath). This means not to breathe for a short moment, often because of suspense or fear.
Während der spannenden Szene im Film hielten alle den Atem an.
During the exciting scene in the film, everyone held their breath.
In the meaning 'ermahnen' (to admonish/urge), the verb has a fixed structure: you urge someone (accusative) to do something or toward something (dative): jemanden zu etwas anhalten.
Die Eltern halten ihre Kinder zu mehr Pünktlichkeit an.
The parents urge their children to be more punctual.
to hold
'halten' and 'anhalten' can both mean that a movement stops. With vehicles, they are often very similar: a bus stops at the bus stop, and you can also say: 'Der Bus hält dort' (the bus stops there). 'anhalten' makes the stopping clearer and can also be used for people or machines. 'halten' is very normal in traffic contexts and at stops. Learners may confuse the words because both work when talking about vehicles stopping. The important point is: 'anhalten' clearly describes the moment of stopping, while 'halten' can also simply mean that a vehicle is standing in a place or stops there regularly.

Bitte halt kurz am Supermarkt an, damit ich Brot kaufen kann.
Please stop briefly at the supermarket so I can buy bread.
Der Fahrer hat vor dem Zebrastreifen gehalten.
The driver stopped before the zebra crossing.