An anode bag is a Protective Electrical Current Absorbtion bag that prevents rusting of a buried tank.
For example when you have a metal propane tank buried in the ground the propane tank install will bury an anode bag in the ground along with the buried propane tank.
The anode bag helps prevent rust and corrosion of the propane tank making the propane tank last longer than it would without the anode bag in the ground.
The anode bag is attached by a wire to an underground propane tank and buried along with the tank.