If you want to hide anonymous posts, go to your account preferences and check "Ignore Anonymous/Guest posts".
There is this thread from June 2011: Anonymous posting.
Users may post anonymously on the site but due to abuse, all anonymous posts need to be approved by a moderator before appearing on the site. If you do not want to go through the whole process of having your posts approved, create a login. In general, an anonymous post is not approved if it is off-topic, redundant, or personally abusive. Ideally the post adds some insight to the thread. Multiple anonymous off-topic personal attacks from the same IP will result in an IP ban.
Basically some reasons I like and allow anonymous posting:
All-in-all, creating and using an account is still preferred - stand behind your words. Create and use a login if any of the below features you think you would find useful: Ability to customize profile and build a reputation, PM other users, edit your posts, ignore other users and keep a history of your posts and responses.
Off-topic or posts that involve personal attacks may be deleted or moved to the Off-topic fight thread in The Pigsty. Repeated posting of off-topic personal attacks in threads for general discussion will result in banning.