Question link: http://social.msdn.microsoft.com/Forums/sqlserver/en-US/35139786-12bd-424a-9a60-27b5de981cd6/login-failed-for-user-nt-authorityanonymous-logon
This problem is called a Kerberos problem
The current credential cannot be passed to another server due to executing SSIS Package or other reasons in the database when you are currently logged into a database using Windows authentication. Therefore, your identity becomes anonymous Logon

Solutions:
Log in remotely to the server where the database is located and then perform the relevant actions
Or upgrade anonymous users of remote servers