I think the federalist papers show the value of pseudonymity over anonymity. The credibility and force of the middle and later pieces was strengthened by the reputation built up by the early ones. Though there were multiple authors, they explicitly coordinated, so it wasn't like an anonymous collective or even NT-esque pseudepigrapha.
There are some famous single work dissent publications though. What about the The Gulag Archipelago?
Comex's point about building verifiable pseudonymity on top of anonymity is also well taken.
I wonder where you draw the line, when there's no real way to verify lineage.
Later pieces were strengthened by the reputation built up by the early ones... but how did people know they were from the same author(s)? Just because it said so? Well, anyone could say so. Does that mean it's anonymous, or does the fact that others are unlikely to borrow the pseudonym mean it's effectively pseudonymous?
I'm not sure, but my guess is that the pseudo-anonymity was maintained through a trusted proxy, specifically the newspaper publisher who knew the identity of the authors.
Today you could just publish a public key with the first article and sign every article thereafter with the matching private key.