Why are they marching?
According to the organisers' website, the group is protesting against "the abuses and malpractice of this government and the governments before it".
They are also taking a stand against "the encroaching destruction of many civil liberties we hold dear... pushes to make the internet yet another part of the surveillance state... the government's disregard for migrants, for the poor, the elderly and the disabled... the capital, profit and greed of the few put before the well-being of the many."
Anonymous adds: "The government and the one per cent have played their hand, now it is time to play ours."
This is third time this annual event has taken place in London.
Who is marching?
It'll be impossible to tell because everyone is being advised to wear the signature Anonymous masks - there's even a link to a page where you can print your own cut-out-and-keep mask for those taking part.
But organisers have called on "all the activists, the workers, the students, all doctors, nurses and all those that want to see a positive change in the world, to join us"
Where is the protest taking place?
There is slightly conflicting information here - although it could be possible that there are a number of protests taking place under the Anonymous umbrella.
The main protest will take place in Trafalgar Square from 6pm tonight. The march is then expected to move down to Victoria Embankment towards Parliament Square and Whitehall.
But the Million Mask March website links to a Facebook page calling on protesters to meet outside the Ecuadorian Embassy where Julian Assange is being held.
The anti-establishment group claims to have hundreds of protests taking place virtually simultaneously around the world. This map, supplied by the group, shows where supporters are said to be congregating.
Will it get violent?
The police certainly seem to think so.
Authorities have already warned that the protest could turn nasty, with the Met Police saying they had "strong reason to believe that peaceful protest is the last thing on the minds of many of the people who will come along."
Local businesses in Westminster have been briefed and buildings advertised as "targets" warned ahead of the protest.
But many of the protest sites encourage people to avoid violence and focus on a "peaceful protest", with one saying "keep calm, don't worry, enjoy".
But organisers also state: "The police are not your friends, this goes for police liaison officers too, they're simply a 'friendly face' who collect intelligence.
"Keep an eye out for your comrades and police tactics that will limit movement, the hive mind should stay vigilant."