Prosthetic mitral heart valves and anchors for use with such valves are provided that allow for an improved implantation procedure. In various embodiments, a helical anchoring device is formed as a coiled or twisted anchor that includes one or more turns that twist or curve around a central axis. Curved arms attached to the frame of the valve guide the helical anchoring device into position beneath the valve leaflets and around the mitral valve annulus as it exits the delivery catheter, and the expandable prosthetic mitral valve is held within the coil of the anchoring device. The anchoring device and the valve can be delivered together, simplifying the valve replacement procedure.