if InTrust is configured to use SRS running on a computer different than SQL Server machine hosting the InTrust database(s) you are trying to report on, and Windows authentication is used to connect to Reporting Services, the following error message will be received:
Login failed for NT AUTHORITY\Anonymous Logon
When the SQL server is on a different machine than the Reporting services (IIS), a problem of 'double-hop' is introduced:
End users are connecting to the web server using Windows authentication. This is the first hop. As soon as the data source that the report is using is located on the remote SQL server, a second hop is introduced. That hop is from the web server to the database server. So generally it is one hop from the client to the web server and a second hop from the web server to the database server.
To workaround this error, consider using stored credentials or prompted credentials. For more information about how to workaround this issue, see Specifying Credential and Connection Information (http://msdn2.microsoft.com/en-us/library/ms160330.aspx)