Lorelle on WordPress mentions a few “bugs” that she has noticed.

You race home and rush to your computer to see if anyone has left you a comment on your blog only to find a bunch of Anonymous folks have left comments on your WordPress.com blog.
STOP!!!
Before you hit that SPAM button, this is not comment spam. It is a trackback. It’s something nice! Someone has written about your post! Normally, WordPress would capture the link and text of that post and it show the title of the article and an excerpt of the article around the link to your post. The new anonymous bug brings it up empty. Because the trackback doesn’t feature the name of the article, it’s blank. WordPress interprets it as “anonymous” and automatically labels it such.

Hopefully this problem, like many others, will be fixed relatively fast by the WordPress.com folks. I really think it is great that they have Lorelle watching over the WordPress.com developers shoulders. If you are having this problem as well, it is best to make it known that you are, so they can figure out what might be causing it easier than if only one or two people report it.