Affiliation and address when writing under a pseudonym
The Encyclopedia of Types of Algebras 2010 was published in the Nankai Series in Pure, Applied Mathematics and Theoretical Physics under the name "G. W. Zinbiel", a fictitious mathematician &ndash; the name was formed by taking the name "Gottfried Wilhelm Leibniz" and reversing the order of the letters in the last name (really it was Jean-Louis Loday). As you can see, the affiliation is the famous "Zinbiel Institute of Mathematics, France"... an inexistent math institute (I heard it was located in Loday's apartment in Strasbourg).

From this example (published in 2012, so it certainly reflects modern practices), my guess is that as long as the editors accept it, you can pretty much put anything you like in the "affiliation".