Anonymous users and SharePoint workflows: The Problem
Simply put, you can't trigger a workflow from an anonymous user. The workflow must run in the context of the current user account, and of course there isn't one when you're anonymous. If you do try it, you'll probably see the following error:
The data source control failed to execute the insert command.
This is misleading because the item does get added to the list. It's the subsequent event (start workflow) that gets confused and curls up in a fetal position while humming manic strains of obscure nursery rhymes.
Since most people seem to think it's impossible to do this, I'm going to give it a try. Hopefully I'll have some meaningful results to share soon.