The Run I results on the searches for new physics in photon final states were intriguing. The rare ee mu mu missing E(t) candidate event and the measured event rate for the signature l + gamma + missing E(t), which was 2.7 sigma above the Standard Model predictions, sparked signature-based searches in the gamma gamma + X and l gamma + X channels. With more data in Run II we should be able to answer a simple question: was it an anomaly or were the Run I results the first evidence for the new physics? We present searches for New Physics in Photon Final States at CDF Run II, Fermilab, with substantially more data and a high p anti-p collision energy, 1.96 TeV, and the upgraded CDF-II detector.