The effect of quantum well states on the magnetic anisotropy of Co films grown on vicinal Cu(001) substrates was studied by in situ magneto-optic Kerr effect in a temperature range of 5 K to 365 K. The uniaxial magnetic anisotropy is found to oscillate as a function of Co thickness with a period of 2.3 atomic layers, modulated exactly as theoretically predicted by #8201;L. Szunyogh et al. [Phys. Rev. B 56 14036 (1997)] and independently by M. Cinal [J. Phys. Condens. Matter 15 29 (2003)] and #8201;M. Cinal and A. Umerski [Phys. Rev. B 73 184423 (2006)]. Sub-monolayer Au coverage was used to fine-tune magnetic anisotropy and to provide convenient experimental access to anisotropy oscillations. The anisotropy oscillations, which are present up to room temperature, are attributed to quantum well states in the minority d band at the Fermi level of Co.