hunter and gatherers were able to maintain anarchist societies. I think they were able to do so because their communities were extremely small and close knit, allowing for high levels of social monitoring that enforced "tit for tat" moral behavior. In such a community, you couldn't cheat easily without getting caught. And once caught, you had no where to go. The risk of getting caught and the punishment for getting caught dissuaded "cheaters."
And there would be little incentive to cheat. What goods did your tribe have? Small tools, food, shelter, and mates. What's the point of stealing, when you got nothing to steal? There also wasn't much reason to refrain from doing your fair share. It's not like there was a lot of work: You hunt, gather, sleep, eat, and have sex.
Modern societies are simply too dissimilar to hunter and gatherer societies. They're too large, complex and impersonal to allow for the needed social monitoring. And, unlike our ancestors, we have way too many goods. AND WE WANT THEM ALL