<PAGE>   1

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                                 UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                             ---------------------

                                   FORM 10-Q

<TABLE>
<S>         <C>
(MARK ONE)
   [X]
</TABLE>

                QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d)
                     OF THE SECURITIES EXCHANGE ACT OF 1934

                 FOR THE QUARTERLY PERIOD ENDED MARCH 31, 2001

                                       OR

<TABLE>
<S>         <C>
   [  ]
</TABLE>

               TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d)
                     OF THE SECURITIES EXCHANGE ACT OF 1934

             FOR THE TRANSITION PERIOD FROM           TO

                         COMMISSION FILE NUMBER 1-7320

                              ANR PIPELINE COMPANY
             (Exact Name of Registrant as Specified in its Charter)

<TABLE>
<S>                                                <C>
                  DELAWARE                                          38-1281775
        (State or Other Jurisdiction                             (I.R.S. Employer
     of Incorporation or Organization)                         Identification No.)

              EL PASO BUILDING
           1001 LOUISIANA STREET                                      77002
               HOUSTON, TEXAS                                       (Zip Code)
  (Address of Principal Executive Offices)
</TABLE>

       Registrant's Telephone Number, Including Area Code: (713) 420-2600

                             ---------------------

     Indicate by check mark whether the registrant (1) has filed all reports
required to be filed by Section 13 or 15(d) of the Securities Exchange Act of
1934 during the preceding 12 months (or for such shorter period that the
registrant was required to file such reports), and (2) has been subject to such
filing requirements for the past 90 days.  Yes [X]  No [ ]

     Indicate the number of shares outstanding of each of the issuer's classes
of common stock, as of the latest practicable date.

     Common Stock, par value $100 per share. Shares outstanding on May 4, 2001:
1,000.

     ANR PIPELINE COMPANY MEETS THE CONDITIONS OF GENERAL INSTRUCTION H(1)(a)
AND (b) OF FORM 10-Q AND IS THEREFORE FILING THIS REPORT WITH A REDUCED
DISCLOSURE FORMAT AS PERMITTED BY SUCH INSTRUCTION.
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<PAGE>   2

                        PART I -- FINANCIAL INFORMATION

ITEM 1. FINANCIAL STATEMENTS.

                              ANR PIPELINE COMPANY

                  CONDENSED CONSOLIDATED STATEMENTS OF INCOME
                                 (IN MILLIONS)
                                  (UNAUDITED)

<TABLE>
<CAPTION>
                                                              QUARTER ENDED
                                                                MARCH 31,
                                                              -------------
                                                              2001     2000
                                                              ----     ----
<S>                                                           <C>      <C>
Operating revenues..........................................  $193     $176
                                                              ----     ----
Operating expenses
  Operation and maintenance.................................    88       84
  Merger-related costs and asset impairment charges.........    67       --
  Depreciation, depletion, and amortization.................    10       10
  Taxes, other than income taxes............................     7        3
                                                              ----     ----
                                                               172       97
                                                              ----     ----
Operating income............................................    21       79
                                                              ----     ----
Other income
  Earnings from unconsolidated affiliates...................     5        3
  Other, net................................................    --        4
                                                              ----     ----
                                                                 5        7
                                                              ----     ----
Income before interest expense and income taxes.............    26       86
                                                              ----     ----
Non-affiliated interest and debt expense....................    11       12
Affiliated interest income, net.............................    (1)      (2)
Income tax expense..........................................     6       28
                                                              ----     ----
Income before extraordinary items...........................    10       48
Extraordinary items, net of income taxes....................    (3)      --
                                                              ----     ----
Net income..................................................  $  7     $ 48
                                                              ====     ====
</TABLE>

                            See accompanying notes.

                                        1
<PAGE>   3

                              ANR PIPELINE COMPANY

                     CONDENSED CONSOLIDATED BALANCE SHEETS
                      (IN MILLIONS, EXCEPT SHARE AMOUNTS)
                                  (UNAUDITED)

<TABLE>
<CAPTION>
                                                               MARCH 31,    DECEMBER 31,
                                                                 2001           2000
                                                              -----------   ------------
<S>                                                           <C>           <C>
                                         ASSETS

Current assets
  Cash and cash equivalents.................................    $    9         $    1
  Accounts and notes receivable, net........................       292            279
  Materials and supplies....................................        22             29
  Deferred income taxes.....................................        13             16
  Other.....................................................         6             --
                                                                ------         ------
          Total current assets..............................       342            325
                                                                ------         ------
Property, plant, and equipment, net.........................     1,278          1,272
Investment in unconsolidated affiliates.....................       115            113
Other.......................................................         6              5
                                                                ------         ------
          Total assets......................................    $1,741         $1,715
                                                                ======         ======

LIABILITIES AND STOCKHOLDER'S EQUITY

Current liabilities
  Accounts payable..........................................    $  128         $   77
  Taxes payable.............................................        23             44
  Other.....................................................        28             32
                                                                ------         ------
          Total current liabilities.........................       179            153
                                                                ------         ------
Long-term debt..............................................       498            498
                                                                ------         ------
Deferred income taxes.......................................       230            230
                                                                ------         ------
Other.......................................................        57             34
                                                                ------         ------
Stockholder's equity
  Common stock, par value $100 per share; authorized and
     issued 1,000 shares....................................        --             --
  Additional paid-in capital................................       466            466
  Retained earnings.........................................       311            334
                                                                ------         ------
          Total stockholder's equity........................       777            800
                                                                ------         ------
          Total liabilities and stockholder's equity........    $1,741         $1,715
                                                                ======         ======
</TABLE>

                            See accompanying notes.

                                        2
<PAGE>   4

                              ANR PIPELINE COMPANY

                CONDENSED CONSOLIDATED STATEMENTS OF CASH FLOWS
                                 (IN MILLIONS)
                                  (UNAUDITED)

<TABLE>
<CAPTION>
                                                              QUARTER ENDED
                                                                MARCH 31,
                                                              -------------
                                                              2001    2000
                                                              -----   -----
<S>                                                           <C>     <C>
Cash flows from operating activities
  Net income................................................  $  7    $ 48
  Adjustments to reconcile net income to net cash from
     operating activities
     Depreciation, depletion, and amortization..............    10      10
     Deferred income tax expense (benefit)..................     3       5
     Extraordinary items....................................     5      --
     Undistributed earnings of unconsolidated affiliates....    (5)     --
     Non-cash portion of merger-related costs and asset
      impairment charges....................................    42      --
  Working capital changes, net of non-cash transactions.....    22       1
  Other.....................................................    (1)     (1)
                                                              ----    ----
       Net cash provided by operating activities............    83      63
                                                              ----    ----
Cash flows from investing activities
  Purchase of property, plant, and equipment................    (5)    (18)
  Increase in notes receivable from related party...........   (45)    (48)
                                                              ----    ----
       Net cash used in investing activities................   (50)    (66)
                                                              ----    ----
Cash flows from financing activities
  Dividends paid............................................   (30)     --
  Other.....................................................     5      --
                                                              ----    ----
       Net cash used in financing activities................   (25)     --
                                                              ----    ----
Increase (decrease) in cash and cash equivalents............     8      (3)
Cash and cash equivalents
  Beginning of period.......................................     1       3
                                                              ----    ----
  End of period.............................................  $  9    $ --
                                                              ====    ====
</TABLE>

                            See accompanying notes.

                                        3
<PAGE>   5

                              ANR PIPELINE COMPANY

              NOTES TO CONDENSED CONSOLIDATED FINANCIAL STATEMENTS
                                  (UNAUDITED)

1. BASIS OF PRESENTATION

     Our 2000 Annual Report on Form 10-K includes a summary of our significant
accounting policies and other disclosures. You should read it in conjunction
with this Quarterly Report on Form 10-Q. The financial statements at March 31,
2001, and for the quarters ended March 31, 2001 and 2000, are unaudited. The
balance sheet at December 31, 2000, is derived from the audited financial
statements. These financial statements have been prepared pursuant to the rules
and regulations of the U.S. Securities and Exchange Commission and do not
include all disclosures required by accounting principles generally accepted in
the United States. In our opinion, we have made all adjustments, all of which
are of a normal, recurring nature (except for merger-related charges described
below), to fairly present our interim period results. Information for interim
periods may not necessarily indicate the results of operations for the entire
year due to the seasonal nature of our businesses. The prior period information
also includes reclassifications which were made to conform to the current
presentation. These reclassifications have no effect on reported net income or
stockholder's equity.

2. MERGER-RELATED COSTS AND ASSET IMPAIRMENT CHARGES

     During the quarter ended March 31, 2001, we incurred merger-related costs
of $67 million associated with El Paso Corporation's merger with The Coastal
Corporation and the relocation of our headquarters to Houston, Texas. These
charges consist of $57 million in employee severance, retention, and transition
costs for severed employees and early retirees that occurred as a result of El
Paso's merger-related workforce reduction and consolidation. In the workforce
reduction approximately 900 full time positions were eliminated through a
combination of early retirements and terminations. These costs also included
costs for pension and postretirement benefits settled and curtailed under
existing benefit plans. Also included in merger-related costs are $9 million in
facilities integration charges and $1 million in merger-related asset
impairments. A majority of these charges were paid during the first quarter
ended March 31, 2001.

3. PROPERTY, PLANT, AND EQUIPMENT

     Our property, plant, and equipment consisted of the following:

<TABLE>
<CAPTION>
                                                              MARCH 31,   DECEMBER 31,
                                                                2001          2000
                                                              ---------   ------------
                                                                   (IN MILLIONS)
<S>                                                           <C>         <C>
Property, plant, and equipment, at cost.....................   $3,480        $3,468
Less accumulated depreciation, depletion, and
  amortization..............................................    2,202         2,196
                                                               ------        ------
          Total property, plant, and equipment, net.........   $1,278        $1,272
                                                               ======        ======
</TABLE>

4. EXTRAORDINARY ITEMS

     As a result of El Paso's merger with Coastal, Deepwater Holdings Inc., our
unconsolidated affiliate, was required, under a Federal Trade Commission (FTC)
order, to dispose of its interests in the Stingray pipeline system. The sale was
completed in February 2001. Our proportional share of the loss was approximately
$3 million, net of income tax benefits of approximately $2 million. We reported
this loss as an extraordinary item in the first quarter of 2001.

     The FTC also required us to dispose of our interests in the U-T Offshore
and the Iroquois pipeline systems. In April 2001, we sold our 50 percent
interest in the U-T Offshore pipeline system, and in May 2001, we sold our 16
percent interest in Iroquois. Net proceeds from these sales were approximately
$42 million resulting in an extraordinary gain of approximately $2 million, net
of income taxes.

                                        4
<PAGE>   6

5. COMMITMENTS AND CONTINGENCIES

  Legal Proceedings

     In 1997, we and a number of our affiliates were named defendants in actions
brought by Jack Grynberg on behalf of the U.S. Government under the False Claims
Act. Generally, these complaints allege an industry-wide conspiracy to under
report the heating value as well as the volumes of the natural gas produced from
federal and Native American lands, which deprived the U.S. Government of
royalties. These matters have been consolidated for pretrial purposes (In re:
Natural Gas Royalties Qui Tam Litigation, U.S. District Court for the District
of Wyoming).

     We and a number of our affiliates were named defendants in Quinque
Operating Company, et al v. Gas Pipelines and Their Predecessors, et al, filed
in 1999 in the District Court of Stevens County, Kansas. This class action
complaint alleges that the defendants mismeasured natural gas volumes and
heating content of natural gas on non-federal and non-Native American lands. The
Quinque complaint was transferred to the same court handling the Grynberg
complaint and has now been sent back to the Kansas State Court for further
proceedings.

     We are also a named defendant in numerous lawsuits and a named party in
numerous governmental proceedings arising in the ordinary course of our
business.

     While the outcome of the matters discussed above cannot be predicted with
certainty, we do not expect the ultimate resolution of these matters will have a
material adverse effect on our financial position, operating results, or cash
flows.

  Environmental

     We are subject to extensive federal, state, and local laws and regulations
governing environmental quality and pollution control. These laws and
regulations require us to remove or remedy the effect on the environment of the
disposal or release of specified substances at current and former operating
sites. As of March 31, 2001, we had a reserve of approximately $9 million for
expected remediation costs. In addition, we expect to make capital expenditures
for environmental matters of approximately $37 million in the aggregate for the
years 2001 through 2006. These expenditures primarily relate to compliance with
air regulations.

     We have been designated and have received notice that we could be
designated, or have been asked for information to determine whether we could be
designated, as a Potentially Responsible Party (PRP) with respect to 4 sites
under the Comprehensive Environmental Response, Compensation and Liability Act
(CERCLA) or state equivalents. We have sought to resolve our liability as a PRP
at these CERCLA sites, as appropriate, through indemnification by third parties
and/or settlements which provide for payment of our allocable share of
remediation costs. As of March 31, 2001, we have estimated our share of the
remediation costs at these sites to be approximately $1 million and have
provided reserves that we believe are adequate for such costs. Since the cleanup
costs are estimates and are subject to revision as more information becomes
available about the extent of remediation required, and because in some cases we
have asserted a defense to any liability, our estimates could change. Moreover,
liability under the federal CERCLA statute is joint and several, meaning that we
could be required to pay in excess of our pro rata share of remediation costs.
Our understanding of the financial strength of other PRPs has been considered,
where appropriate, in the determination of our estimated liabilities. We
presently believe that the costs associated with these CERCLA sites will not
have a material adverse effect on our financial position, operating results, or
cash flows.

     In Michigan, where we have extensive operations, the Environmental Response
Act requires individuals, including corporations, who have caused contamination
to remediate the contamination to regulatory standards. Owners or operators of
contaminated property who did not cause the contamination are not required to
remediate the contamination, but must exercise due care in their use of the
property so that the contamination is not exacerbated and the property does not
pose a threat to human health. We estimate that our costs to comply with the
Michigan regulations will be approximately $8 million, which will be expended
over a period of several years and for which appropriate provisions have been
made.

                                        5
<PAGE>   7

     In October 1998, the Environmental Protection Agency (EPA) announced a
Finding of Significant Contribution and Rulemaking for Certain States in the
Ozone Transport Assessment Group Region for Purposes of Reducing Regional
Transport of Ozone (NOx SIP Call), which required the submission of state
implementation plans by 22 states, including eight states in which we operate,
and the District of Columbia. The NOx SIP Call is the subject of legal
proceedings instituted by nine of the affected states and numerous affected
industries. In a May 1999 order, the U.S. District Court, District of Columbia
stayed, until further order, compliance with the NOx SIP Call. As a result of
the gas industry's success in the litigation, the EPA released, on January 5,
2001, its Rulemaking for Purposes of Reducing Interstate Ozone Transport:
Response to March 3, 2000, Decision of the U.S. Court of Appeals for the
District of Columbia Circuit (Remand Proposal). In the Remand Proposal, the EPA
intends to require nitric oxide controls on all engines emitting more than one
ton per day of nitric oxide during the 1995 "ozone season." We have
approximately 18 engines that would require nitric oxide controls, if the Remand
Proposal is adopted without change. We will not be able to estimate the amount
of any obligation resulting from the NOx SIP Call until the states have
submitted compliant state implementation plans.

     It is possible that new information or future developments could require us
to reassess our potential exposure related to environmental matters. We may
incur significant costs and liabilities in order to comply with existing
environmental laws and regulations. It is also possible that other developments,
such as increasingly strict environmental laws and regulations and claims for
damages to property, employees, other persons and the environment resulting from
our current or past operations, could result in substantial costs and
liabilities in the future. As this information becomes available, or other
relevant developments occur, we will adjust our accrual amounts accordingly.
While there are still uncertainties relating to the ultimate costs we may incur,
based upon our evaluation and experience to date, we believe the recorded
reserves are adequate.

6. TRANSACTIONS WITH RELATED PARTIES

     We participate in a cash management program which matches short-term cash
excesses and requirements of participating affiliates, thus minimizing total
borrowing from outside sources. We had advanced $12 million at March 31, 2001,
at a market rate of interest which was 5.58% at March 31, 2001. At December 31,
2000, we had advanced $6 million. In addition, we had notes receivable from
other related parties of $162 million at March 31, 2001, and $122 million at
December 31, 2000.

                                        6
<PAGE>   8

ITEM 2. MANAGEMENT'S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS
        OF OPERATIONS

     The information contained in Item 2 updates, and you should read it in
conjunction with, information disclosed in Part II, Items 7, 7A, and 8, in our
Annual Report on Form 10-K for the year ended December 31, 2000, in addition to
the financial statements and notes presented in Item 1 of this Quarterly Report
on Form 10-Q.

                             RESULTS OF OPERATIONS

     Below are the operating results and an analysis of those results for each
of the quarters ended:

<TABLE>
<CAPTION>
                                                               QUARTER ENDED
                                                                 MARCH 31,
                                                              ---------------
                                                              2001      2000
                                                              -----     -----
                                                               (IN MILLIONS)
<S>                                                           <C>       <C>
Operating revenues..........................................  $ 193     $ 176
Operating expenses..........................................   (172)      (97)
Other income, net...........................................      5         7
                                                              -----     -----
          Earnings before interest expense and income
            taxes...........................................  $  26     $  86
                                                              =====     =====
</TABLE>

     Operating revenues for the quarter ended March 31, 2001, were $17 million
higher than the same period in 2000. The increase was due to higher realized
prices on sales of gas purchased from the Dakota gasification facility and
excess fuel sales in the first quarter of 2001, partially offset by the
favorable resolution of regulatory issues in the first quarter 2000.

     Operating expenses for the quarter ended March 31, 2001, were $75 million
higher than the same period in 2000. The increase was due to higher prices on
gas purchased from the Dakota gasification facility and merger costs incurred
for employee benefits and severance charges, both occurring in the first quarter
of 2001.

     Other income for the quarter ended March 31, 2001, was $2 million lower
than the same period in 2000 primarily due to property management revenues
transferred to El Paso's shared services group following the merger between El
Paso and Coastal.

INCOME TAX EXPENSE

     The income tax expense for the quarters ended March 31, 2001 and 2000, was
$6 million and $28 million, resulting in effective tax rates of 38 percent and
37 percent. Our effective tax rates were higher than the statutory rate of 35
percent primarily due to non-deductible amortization of goodwill.

                                        7
<PAGE>   9

CAUTIONARY STATEMENT FOR PURPOSES OF THE "SAFE HARBOR" PROVISIONS OF THE PRIVATE
                    SECURITIES LITIGATION REFORM ACT OF 1995

     This report contains or incorporates by reference forward-looking
statements within the meaning of the Private Securities Litigation Reform Act of
1995. Where any forward-looking statement includes a statement of the
assumptions or bases underlying the forward-looking statement, we caution that,
while we believe these assumptions or bases to be reasonable and to be made in
good faith, assumed facts or bases almost always vary from the actual results,
and the differences between assumed facts or bases and actual results can be
material, depending upon the circumstances. Where, in any forward-looking
statement, we or our management express an expectation or belief as to future
results, that expectation or belief is expressed in good faith and is believed
to have a reasonable basis. We cannot assure you, however, that the statement of
expectation or belief will result or be achieved or accomplished. The words
"believe," "expect," "estimate," "anticipate" and similar expressions will
generally identify forward-looking statements.

ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

     This information updates, and you should read it in conjunction with,
information disclosed in Part II, Item 7A in our Annual Report on Form 10-K for
the year ended December 31, 2000, in addition to the information presented in
Items 1 and 2 of this Quarterly Report on Form 10-Q.

     There are no material changes in our quantitative and qualitative
disclosures about market risks from those reported in our Annual Report on Form
10-K for the year ended December 31, 2000.

                                        8
<PAGE>   10

                          PART II -- OTHER INFORMATION

ITEM 1. LEGAL PROCEEDINGS

     See Part I, Financial Information, Note 5, which is incorporated by
reference herein.

ITEM 2. CHANGES IN SECURITIES AND USE OF PROCEEDS

     None.

ITEM 3. DEFAULTS UPON SENIOR SECURITIES

     None.

ITEM 4. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS

     None.

ITEM 5. OTHER INFORMATION

     None.

ITEM 6. EXHIBITS AND REPORTS ON FORM 8-K.

a. Exhibits

     None.

Undertaking

     We hereby undertake, pursuant to Regulation S-K, Item 601(b), paragraph
4(iii), to furnish to the U.S. Securities and Exchange Commission, upon request,
all constituent instruments defining the rights of holders of our long-term debt
not filed herewith for the reason that the total amount of securities authorized
under any of such instruments does not exceed 10 percent of our total
consolidated assets.

b. Reports on Form 8-K

     We filed a Current Report on Form 8-K dated February 2, 2001, announcing
that we became an indirect subsidiary of El Paso Corporation as a result of the
merger of a wholly owned subsidiary of El Paso with The Coastal Corporation.

                                        9
<PAGE>   11

                                   SIGNATURES

     Pursuant to the requirements of the Securities Exchange Act of 1934, the
Registrant has duly caused this report to be signed on its behalf by the
undersigned thereunto duly authorized.

                                                    ANR PIPELINE COMPANY

Date: May 14, 2001                                  /s/ GREG G. GRUBER
                                              ----------------------------------
                                                        Greg G. Gruber
                                                    Senior Vice President
                                                 and Chief Financial Officer

Date: May 14, 2001                                 /s/ JEFFREY I. BEASON
                                              ----------------------------------
                                                      Jeffrey I. Beason
                                                  Senior Vice President and
                                                          Controller
                                                (Principal Accounting Officer)

                                        10