All SharePoint developers building WCM sites have probably run into this problem: anonymous access being prompted for login. Usually the SharePoint tools (namely Manage Content and Structure) should be enough to find the "offending" objects (with no published version), but sometimes they just tell you there are no drafts in the portal (although you do know there are).
The plausible reason I found for this is when you define specific permissions per web. Even if your user is site admin, apparently SharePoint does not crawl those webs searching for items matching that view.
The scenario where I got this behaviour was a multilingual site with several first level sites, each with specific permissions, since each one represented a company's unit, each with different editors.
Goggling it, I also found a page that provided me with a very useful way of finding them:
http://blog.thekid.me.uk/archive/2007/02/20/anonymous-sharepoint-publishing-site-forcing-login.aspx
Enjoy!
