You could always use a simplified version of the trick from Glob.pm:

    sub anon_ref {
        $N ||= 1;
        
        my $name = sprintf "var%04d", $N;
        my $ref = \${ 'NAMESPACE::' . $name };
        delete $NAMESPACE{ $name };
        $N++;
        
        return ($ref);
    }
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It does use a name to create the variable, but then deletes that name from the symbol table, which arguably results in an anonymous scalar.

In an object constructor, it would looks like so:

    sub My_object::new {
        my ($type, @data) = @_;
        $N ||= 1;
        
        my $name = sprintf "var%04d", $N;
        my $object = \${ 'NAMESPACE::' . $name };
        delete $NAMESPACE{ $name };
        $N++;
        
        bless $object, $type;
        $object->configure_with (@data);
        
        return ($object);
    }
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or you can factor the ref code out into a separate function and just use:

    sub My_object::new {
        my $O = bless anon_ref(), shift;
        $O->configure_with (@_);
        return ($O);
    }
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By tweaking the specific kind of ref you create in anon_ref(), you can make it return scalars, lists, hashes, or entire globs. Most of the File:: classes use anonymous globs to store their filehandles, in fact..