Anonymity is under attack. The EU is considering building government databases to map wallets to individual identities:
Here's the draft proposal from May of 2015:
http://eur-lex.europa.eu/legal-content/EN/TXT/?uri=celex%3A32015L0849
And now it seems they're adopting it:
http://europa.eu/rapid/press-release_IP-16-2380_en.htm
It looks like they may only be targetting wallets that interact with exchanges:
Tackling terrorist financing risks linked to virtual currencies: to prevent misuse of
virtual currencies for money laundering and terrorist financing purposes, the
Commission proposes to bring virtual currency exchange platforms and custodian
wallet providers under the scope of the Anti-Money Laundering Directive. These
entities will have to apply customer due diligence controls when exchanging
virtual for real currencies, ending the anonymity associated with such exchanges[.]
But I fear it won't be too long before they decide that wallets not associated with exchanges are a "loophole" and regulate users directly.