[c#] Can anonymous class implement interface?

The best solution is just not to use anonymous classes.

public class Test
{
    class DummyInterfaceImplementor : IDummyInterface
    {
        public string A { get; set; }
        public string B { get; set; }
    }

    public void WillThisWork()
    {
        var source = new DummySource[0];
        var values = from value in source
                     select new DummyInterfaceImplementor()
                     {
                         A = value.A,
                         B = value.C + "_" + value.D
                     };

        DoSomethingWithDummyInterface(values.Cast<IDummyInterface>());

    }

    public void DoSomethingWithDummyInterface(IEnumerable<IDummyInterface> values)
    {
        foreach (var value in values)
        {
            Console.WriteLine("A = '{0}', B = '{1}'", value.A, value.B);
        }
    }
}

Note that you need to cast the result of the query to the type of the interface. There might be a better way to do it, but I couldn't find it.