Anonymizers are tools that allow — or attempt to allow — users to make their online activity untraceable.
Anonymizers are proxy servers that act as intermediaries between the client and the actual server. An anonymizer attempts to provide a shield of anonymity by protecting the identification information of the actual systems that are using the service or resources.
There are various types of anonymizers that are available both commercially and for free on the Internet. There are protocol-specific anonymizers, which only understand a specific protocol and can only mediate connections that use a particular protocol.
The manner in which this works is that the client simply initiates a connection to the anonymizer, sending commands to the anonymizer inside a message.
The anonymizer, on receiving the command, would strip out the commands and relay the connection information to the destination server as if it were originating from the anonymizer.
There are protocol-independent anonymizers as well, which effectively tunnel traffic between the server and the client. The protocols that may be used by anonymizer services include OpenVPN, PPTP, SOCKS4, SOCKS5, etc.