A theory of the anomalous transport coefficient in toroidal helical systems (such as stellarators, torsatron and Heliotron devices) is developed. The theoretical formalism of self-sustained turbulence is applied to the interchange mode turbulence and ballooning mode turbulence. The nonlinear destabilization of microscopic modes by the current diffusivity is the key for the anomalous transport. A general form of the anomalous transport coefficient in toroidal plasmas is derived. The intrinsic importance of the pressure gradient, collisionless skin depth and Alfven transit time is confirmed. The geometrical factors which characterize the magnetic configurations are also obtained. The theory is extended to study the influence of parallel compressibility. The ion viscosities of the perpendicular and parallel momenta, electron viscosity and energy diffusion coefficient are obtained. The comparison with experimental results is also given.