Setting up an "ethics wall" - anonymous contributions
As far as the end-of-year giving statements are concerned, this has been available in CiviCRM since 4.4, but not documented in the user and admin guide. 

It is documented in the 4.6 version of the guide which will be published soon. (The publishing software we were using has stopped working, so we are working hard to get it ready to publish via a different route).  In the mean time the relevant section is: