With the increasing scale and complexity of cloud systems and big data analytics platforms, it is becoming more and more challenging to understand and diagnose the processing of a service request in such distributed platforms. One way that helps to deal with this problem is to capture the complete end-to-end execution path of service requests among all involved components accurately. This paper presents REPTrace, a generic methodology for capturing such execution paths in a transparent fashion. We analyze a comprehensive list of execution scenarios, and propose principles and algorithms for generating the end-to-end request execution path for all the scenarios. Moreover, this paper presents an anomaly detection approach exploiting request execution paths to detect anomalies of the execution during request processing. The experiments on four popular distributed platforms with different workloads show that REPTrace can transparently capture the accurate request execution path with reasonable latency and negligible network overhead. Fault injection experiments show that execution anomalies are detected with high recall (96%).