In Python, an anonymous function is a function that is defined without a name and is called a lambda function, as it is defined using a keyword lambda. We use these functions whenever we require a function for a short period of time.

Lambda functions are used along with built-in functions, such as filter(), and map().

The filter() function returns a list of elements and has only one iterable as input. The following shows an example using filter():

numbers = [10, 25, 54, 86, 89, 11, 33, 22]
new_numbers = list(filter(lambda x: (x%2 == 0) , numbers))
print(new_numbers)

Output:
[10, 54, 86, 22]

In this example, the filter() function is taking a lambda function and a list as an argument.

The map() function returns a list of results after applying the specified function. Now, let's look at an example using map():

my_list = [1, 5, 4, 6, 8, 11, 3, 12]
new_list = list(map(lambda x: x * 2 , my_list))
print(new_list)

Output:
[2, 10, 8, 12, 16, 22, 6, 24]

Here, the map() function is taking a lambda function and a list.