Can anonymous class implement interface?

No, anonymous types cannot implement an interface. From the C# programming guide:

Anonymous types are class types that consist of one or more public read-only properties. No other kinds of class members such as methods or events are allowed. An anonymous type cannot be cast to any interface or type except for object.

While the answers in the thread are all true enough, I cannot resist the urge to tell you that it in fact is possible to have an anonymous class implement an interface, even though it takes a bit of creative cheating to get there.

Back in 2008 I was writing a custom LINQ provider for my then employer, and at one point I needed to be able to tell "my" anonymous classes from other anonymous ones, which meant having them implement an interface that I could use to type check them. The way we solved it was by using aspects (we used PostSharp), to add the interface implementation directly in the IL. So, in fact, letting anonymous classes implement interfaces is doable, you just need to bend the rules slightly to get there.

Casting anonymous types to interfaces has been something I've wanted for a while but unfortunately the current implementation forces you to have an implementation of that interface.

The best solution around it is having some type of dynamic proxy that creates the implementation for you. Using the excellent LinFu project you can replace

select new
{
  A = value.A,
  B = value.C + "_" + value.D
};

with

 select new DynamicObject(new
 {
   A = value.A,
   B = value.C + "_" + value.D
 }).CreateDuck<DummyInterface>();

Anonymous types can implement interfaces via a dynamic proxy.

I wrote an extension method on GitHub and a blog post http://wblo.gs/feE to support this scenario.

The method can be used like this:

class Program
{
    static void Main(string[] args)
    {
        var developer = new { Name = "Jason Bowers" };

        PrintDeveloperName(developer.DuckCast<IDeveloper>());

        Console.ReadKey();
    }

    private static void PrintDeveloperName(IDeveloper developer)
    {
        Console.WriteLine(developer.Name);
    }
}

public interface IDeveloper
{
    string Name { get; }
}