You've got to disable or filter anonymouse messages.

[Tombigel]

And add a "Report" or "Complaint" button on every message for faster tracking of spammers.

All this spam is realy anoying

[HyperHacker]

Use a strong captcha or similar test and require all anonymous posts to be moderated.

[Jean-Baptiste Kempf]

We are still wandering what we are going to do for that problem.
Being able to post as anonymous is very useful.

[daPhoenix]

Make a single forum where you can post as a guest and move threads accordingly?

I know that takes a bit of work from the forum administrators but it also helps regulate the spam?

[vlcfiend]

"You've got to disable" ... "anonymouse messages"

NO.

"And add a "Report" or "Complaint" button on every message for faster tracking of spammers."

YES.

"All this spam is realy anoying"

Definitely.

"Use a strong captcha"

YES. And re-allow guest posting then.

"Being able to post as anonymous is very useful."

YES.

"Make a single forum where you can post as a guest and move threads accordingly?
I know that takes a bit of work from the forum administrators but it also helps regulate the spam?"

Also a good idea.

AND: Automatically block (make them unreadable for Google)
links posted by guests.