His father was Major-General J. Anderson, CBE, the commander of the Southern Rhodesian Army who was dismissed in 1964 because of his opposition to the colonial government's plans for denial of native African rule upon independence; and his mother, Daphne, wrote The Toerags a memoir of her difficult childhood in Rhodesia.
Anderson has also appeared in two episodes of Midsomer Murders entitled "Death In Disguise" and "Last Year's Model", and was the voice of Poseidon in the 1997 TV adaptation of The Odyssey.
Anderson was seen as Major Marchbanks in the BBC adaptation of Philip Pullman's The Ruby in the Smoke and in 2007, he appeared in the sixth series of the crime-drama Waking the Dead.
In 2010, Anderson appeared as the title character in The Madness of George III mounted by director Adrian Noble at San Diego's Old Globe Theatre.
In 2013, he again won the San Diego Critic's Circle Award for his Shylock in Adrian Noble's production of Shakespeare's The Merchant of Venice.