[droithomme]

Graffitti is copyrightable.

In the US copyrightable works can be copyrighted by an anonymous or pseudononymous creator. There's even a box to check if the creator is anonymous.

https://www.copyright.gov/eco/help-author.html

Perhaps in the EU anonymous works can not be copyrighted?

[anticensor]

They can, but you cannot remain anonymous before a court in Europe.

[nullc]

You can't in the US either, but the creator wouldn't need to appear before a court, the copyright holder would.

[beerandt]

The copyright holder needs to prove he's the copyright holder, which is difficult to do without a paper trail to the creator.