Magnetic Particle Imaging (MPI) is an innovative medical modality, providing nanomolar-scale in vivo sensitivity and radiation-free dynamic real-time detection for precision medicine. However, MPI faces a challenging problem in accurately visualizing nanoparticle distributions, where the reconstructed images with unidirectional scanning exhibit anisotropy. The anisotropy in spatial resolution leads to distortion and blurred image boundaries. Existing deep learning methods for anisotropy calibration are only limited to simulation data due to lacking of real-world MPI datasets. To address the aforementioned problems, we spent over three years designing and constructing a real-world MPI anisotropic image datasets (20,156 images) with diverse phantoms (sensitivity, resolution, vessel, shape) and animal scanning. Then, we introduce a novel Mamba-based method, MPI-Mamba, for anisotropic image calibration. Specifically, we propose a latent feature fusion state space model (LFF-SSM) block for feature fusion and leverage conditional latent diffusion model (CL-DM) branch for feature extraction. The CL-DM is performed to extract latent features in a highly compressed latent space for guiding the calibration and deblurring process. Next, we exploit the LFF-SSM to fully fuse the extracted multi-scale features to capture contextual information from the image structure, enabling the model to learn the overall distribution of signal concentration. We evaluate our method and competing methods on simulation dataset and our constructed diverse real-world MPI datasets. The results show that our proposed approach outperforms competing methods for anisotropic image calibration and deblurring. Source code and real-world MPI dataset will be available upon acceptance.