Are all votes done not recorded to the name of the voting politician? Yes
Not all votes are recorded to the voting politician. A voice vote, or division vote does not record the individual votes of the members, only if bill passes/fails or count of the yeas/nays respectively.
A voice vote occurs when the presiding officer states the question, then asks those in favor to say "yea" and those against to say "no." The presiding officer announces the results according to his or her best judgment. In a voice vote, the names of the senators and the tally of votes are not recorded.
The least common vote in the Senate is a division (or standing) vote. If a senator is in doubt about the outcome of a voice vote, he or she may request a division vote, whereby the presiding officer counts the senators voting yea and those voting no, to confirm the voice vote.
Voice Vote - This means that lawmakers call out “yea” or “nay” when a question is first put by the Speaker or Speaker pro tempore. As Rule I, clause 6, states, the Speaker will first say, “Those in favor (of the question), say ‘Aye’.” Then the Speaker will ask: “Those opposed, say ‘No’.” A voice vote can be quick and easy, but it is sometimes difficult for the Speaker to determine—based on the volume of each response—whether more lawmakers shouted “aye” compared to those who shouted “no.”
Division Vote - Rule XX, clause 1(a), states that if the Speaker is uncertain about the outcome of a voice vote, or if a Member demands a division, the House shall divide. “Those in favor of the question shall first rise from their seats to be counted,” and then those who are opposed to the proposition shall stand to be counted. This procedure is reasonably accurate and takes only a few minutes, but it does not provide a public record of how each Member voted. Only vote totals (95 for, 65 against, for instance) are announced in this seldom-employed method of voting.
Why do they allow anonymous voting in government?
Most likely for speed reasons. There are nearly 3000 bills in the House, and 1000+ in the Senate. When you waste time with bills regarding recognizing 200 year old injustices or to urge the President to proclaim a month American Jewish History Month, you can see how time might be a valuable commodity.
Where can I find recorded votes?
For votes that are recorded, you can consult the Congressional Record. The Library of Congress's THOMAS system allows you to search "Votes in House" or "Votes in Senate" to get roll call votes. They also suggest other methods to discover your Senator/Representatives political positions on certain issues.