The aim of this paper is to discuss anonymity and the threats against it—in the form of deanonymization technologies. The question in the title is approached by conceptual analysis: I ask what kind of concept we need and how it ought to be conceptualized given what is really at stake. By what is at stake I mean the values that are threatened by various deanonymization technologies. It will be argued that while previous conceptualizations of anonymity may be reasonable—given a standard (...) lexical, or common-sense, understanding of the term—the concept of anonymity is not sufficient given what is really at stake. I will argue that what is at stake is our ability to be anonymous, which I will broadly characterize as a reasonable control over what we communicate. (shrink)