Could I substitute Anaheim chilies for Guajillo Chilies in a curry paste?
Anaheims would be OK, but their flavor isn't just milder with respect to heat, but just generally weaker.  Pasilla would be closest in flavor.  Ancho is usually pretty easy to find and is fairly similar, just not as hot.  Chile de Arbol would be a good substitute, as would plain old cayenne if you can find dried cayenne peppers.  Heck, red pepper flakes (made from cayenne) might even do the trick, but getting the amount right would be tough.

Alternatively, Amazon (of course), Penzeys, and other online food stores sell dried guajillo chiles.  Then you won't have to worry about it!