A quick search in the internet showed me that the "Bourgeois Dictatorship" was as close to anarchy as you can get (an almost nonexistent government who does not approve of being a country). As expected, it is a dictatorship (and unlike the other dictatorships who can at least give you state capitalism or planned economy 95% of the time, you can't build stuff), and people looking for a challenging game should try to play with the anarcho liberals in charge.
Also, the only reliable documented case of this is when the country is in pretty much when a country is an anarchy- post revolution France was this briefly, for example.