Ever read a book where you didn't know the actual author?
There are, in fact, numerous anonymous works out there, where the writer(s) either remain undisclosed or, in some cases, the author is simply unknown. Especially in the case of very old books, the author's name may have simply been lost over the course of history. But there are other reasons too why an author's name is kept secret - out of fear of persecution or to protect their reputation, especially when the books are of a political or controversial natur.
Anonymously written works range from ancient inscriptions to myths of oral traditions which only ever got published in text form in our present day. No big surprises there. So what about more modern times, where print has already been invented and it would have been easy to put an author's name on the cover?
The newest one must be O: A Presidential Novel, published by Simon & Schuster, who claim that the book was written by someone who was "in the room" with the President.
Then there's Go Ask Alice which I remember reading when I was still in high school. In this case we now know that the book has actually been written by Beatrice Sparks.
Let's step back yet another century when Democracy was (at first) anonymously published. The actual author being Henry Adams.
Of a lot of anonymously published books of the 18th and 19th century the authors are known today. It's not quite as easy with the classics such as Beowulf or the Dresden Codex, to name just two.
Today, books are rarely being published by anonymous authors, instead they will simply use a pseudonym for their work. And usually the "secret" doesn't remain hidden all that long either. More often than not, the reason behind it is to get more publicity for a book and nosy journalists will find out who's behind a book evntually.