We give a generic methodology to unlinkably anonymize cryptographic schemes in bilinear groups using the Boneh-Goh-Nissim cryptosystem and NIZK proofs in the line of Groth, Ostrovsky and Sahai. We illustrate our techniques by presenting the first instantiation of anonymous proxy signatures (in the standard model), a recent primitive unifying the functionalities and strong security notions of group and proxy signatures. To construct our scheme, we introduce various efficient NIZK and witness-indistinguishable proofs, and a relaxed version of simulation soundness.