Now BTC-e is gone there isn't one, but even they asked for some ridiculously intense verification sometimes. Anyone running an exchange now will be far too terrified to buck the system. There are degrees of it though. Coinbase, which is regarded as the most establishment of them all, fought off an attempt by the IRS to access their records recently. Bitcoin isn't anonymous anyway. You'd have to be extremely diligent not to link an identity to your coins somewhere along the line. You could look into Bitsquare.io as a fully decentralized exchange. It's fully P2P so there's no one to hand over any records. Volume isn't too high though.
This is because the government (any government for that matter) is always afraid of something they don't have any control of. As far as monetary system is concern, the government has had been exercising control on this matter and if ever there is a revolutionary system that somehow diminishes this control then there is a big possibility of opposition from then. This may not be true with all governments but even with countries already opening their markets with Bitcoin and cryptocurrency, there are regulations in place in exchange for that. In other words, anonymity is not anymore the same as it was when Bitcoin started because the government has already intervened and there are already many compromises. Anyway, we live in a world full of compromises as it can be the bargaining stick we can use.
