Yes! Its true, Anonymous Hackers released their own Operating System with name ", is Live is an ubuntu-based distribution and created under Ubuntu 11.10 and uses Mate desktop. You can create the LiveUSB with Unetbootin

Another Live OS for anonymity available called "". Which is a live CD or live USB that aims at preserving your privacy and anonymity.It helps you to use the Internet anonymously almost anywhere you go and on any computer:all connections to the Internet are forced to go through the Tor network or to leave no trace on the computer you're using unless you ask it explicitly, or use state-of-the-art cryptographic tools to encrypt your files, email and instant messaging. You can Download Tail from Here