Anarchy Minecraft servers are usually servers with very little or no plugins at all. On most of Anarchy servers griefing is allowed, some even allow modified clients.
History of Anarchy servers
Such Minecraft servers were around for quite awhile now and were always popular because they offered the players sort of a outlet, allowing them to do what they want whenever they want it...
Anarchy servers in a nutshell
... are servers on which you would start with nothing, sometimes there's even no spawn or any kind of safezone, there are no claiming plugins or any kind plugins that would make your life too easy and gameplay boring.
Raiding and looting on Anarchy servers?
On many Minecraft Anarchy servers both raiding and looting is allowed, but that doesn't mean all players are out there to hunt you down - but it is a good idea to be cautious, because most of servers have no plugins or rules to protect you, it's more or less up to the playaers to work something out.