This can be a little challenging if you don't know the tricks of the game. The Anarchy Man arcade can be found on the Second Floor of the Facility, the first door on the left. You will have to guide a man to a series of cars, breaking their windows with the interaction button, while avoiding multiple patrolling policemen along the way. This will take a little time, patience and effort, but remember that you can go around to the back of cars and also between parking spaces.