The alignment of lamellar block copolymers in cylindrical confinement is investigated. Liquefied polystyrene-block-poly(methyl methacrylate) copolymer films exposed to an electric field form micrometer-sized columns with the lamellae aligned parallel to the cylinder axis. The lateral arrangement of the lamellae is determined by the interplay of surface tension, lateral components of the applied electric field, and the bending of the lamellae.