"Heard of anything" or "heard anything"

Solution 1:

I'm not certain that there are no contexts in which "hear X" and "hear of X" are completely interchangeable without change in meaning, but often (usually?) they are not. "Hear of X" focuses on the element of discovery, and "hear X" focuses on the element of ascertainment or confirmation. I hope these examples will help clarify. 

"Did you hear of John's new movie?" (=are you aware of)

not

*"Did you hear John's new movie?" (incorrect)

Likewise, consider

"Did you hear of the CD?" (=have you been made aware of the CD)

vs.

"Did you hear the CD?" (=did you have the experience of having heard the CD played)

Solution 2:

“Hear of” usually means “become aware of something concerning”:

“I haven't heard of him” = His name has never come to my attention.

"Hear from" usually means “receive some communication from”

“I haven't heard from him” = He hasn't written/phoned/tweeted me.

Accordingly,

“I haven't heard anything from him” = He hasn't written/phoned/tweeted anything to me.

And

“I haven't heard of anything from him” = No communication from him has come to my attention.