<p>In this paper, we explore the use of jet substructure as a way of probing phenomena which break the isotropic behavior of jets, such as jet propagation through an anisotropically flowing quark-gluon plasma or spin correlations. We introduce two novel observables for this purpose: the azimuthal-dependent jet broadening and the azimuthal-dependent jet shape, which generalize the traditional isotropic substructure studies. Using Soft-Collinear Effective Theory, we explicitly calculate the jet functions associated with these observables with a standard jet axis and with a Winner-Take-All jet axis in both the resummed and fixed order limits. While our analysis first and foremost establishes the formalism for the azimuthal-dependent jet substructure, it also brings to light new results for jet substructure in the azimuthally integrated case, such as the semi-inclusive jet function and the exclusive jet shape for the Winner-Take-All axis, and the jet broadening in the fixed order region. As an illustrative example for the new formalism we demonstrate that the azimuthal-dependent jet broadening can be used as a direct probe of the transversity parton distribution function in deep inelastic scattering.</p>