When do we need to absolutely use anonymous classes?

When do we need to absolutely use anonymous classes?

I do know what it is used for, but I don't think we need to absolutely use
it. I've heard someone say that it is absolutely necessary for Swing, but
I don't see how that could be true. It's only allows you to make the code
more concise and personally I have never used it, because there are
workarounds.