The following operating systems have been designed to help you being anonymous on the Internet, they come with Tor, encryption and lots of countermeasures that stop online tracking.
Anonymous Linux OS
SubGraph OS: Desktop communications operating system designed to withstand malware attacks, key applications run inside a sandbox to reduce impact of successful exploits. This operating system has a hardened Linux Kernel and built-in Tor integration with a default policy that filters communication programs through Tor. Email is secured with PGP and SubGraph OS Instant Messenger is CoyIM, a new XMPP compatible messenger sandboxed and connected with Tor by default.
JonDo/Tor Secure OS: This is a secure Live DVD developed by JonDoNym, an anonymous proxy provider. The DVD includes JonDoNym client as well as Tor and the Mixmaster remailer, this is probably one of the few OS that comes with Mixmaster, a little know remailer that encrypts and routes your email messages across multiple servers making traceability as impossible as tracking down a Tor user.
Having used Mixmaster myself you should know that sometimes the message is flagged as spam and sporadically the message ends up in that folder.
The Amnesic Incogmico Live System (Tails): Likely the most popular operating system for Internet anonymity. Tails has been around for many years and is often updated, it comes with a firewall that blocks any Internet connection that do not go through Tor, this makes it impossible to expose your real computer IP even by accident.
Tails is my number one choice distribution for anonymity on the Internet.
Robolinux: User friendly Linux distribution loaded with no logs VPN Private Internet Access (subscription needed). Other privacy tools like Tor, I2P, Bleachbit, Enigmail and the JonDo browser can added using the one click installer.
To highlight Robolinux Stealth VM, a virtual machine that runs Windows inside your Linux distribution, the benefit of this is that viruses and malware can not get out of the sandbox. Useful for those who really need Windows.
Linux Kodachi: Debian with a customized XFCE desktop, an alternative to Tails, Kodachi website contains a comparison table showing how Kodachi Linux is better than Tails by adding a Litecoin wallet, built in VPN, Veracrypt, DNSCrypt and Pacnic Room in between many other tools and the expected Tor browser, MAC address randomization and the Pidgin messenger.
Sabayon Linux: A Linux distribution that gives you the choice of starting Tor during boot time. What makes Sabayon great is that you don’t have to always be in privacy mode, the distribution can be booted in normal mode with all the tools you expect from any decent operating system, like a video player, text editor, network tools, etc.
When you need to visit a website hiding your IP with Tor, simply enable the Tor mode when you boot your computer the next time. With Sabayon it is feasible to only have a single operating system and enjoy the best of both worlds.
Penetration Testing Distributions
The following distributions have been designed to to test network security, aka hacking, or carry out a computer forensics analysis after an incident.
A few of the distributions come with Tor and encryption tools.
Parrot Security OS: Pen testing distribution based on Debian. In addition of being able to use Parrot OS for digital forensics, you have anonymity tools like Tor and I2P out of the box, Anonsurf, a RAM memory cleaner, BleachBit, NoScript and a Internet browser profile manager. Encryption tools to secure data you download are also included, you can use Veracrypt, LUKS, GnuPG and a encrypted system installation.
BlackArch Linux: An Arch Linux based live DVD for ethical hackers and security researchers that can be easily installed on a USB thumbdrive if needed. It contains multiple window managers, the download is over 4GB. This distribution is developed by a team of volunteers and contains over 1500 penetration testing tools.
BackBox Linux: Based on Ubuntu, this is a community project with a minimal desktop, XFCE, that contains multiple hacking tools. An anonymous mode lets you browser the Internet with Tor an access hidden .onion sites.
Thorn Linux: Based on Debian, Thorn Linux includes all of Kali penetration testing tools and an RSS reader preconfigured with over a hundred security news sources with the latest exploits and security news. The distribution names anonymization as one of their features, although I have not tested it, I suspect they mean it comes with Tor. It appears to be a Kali spin off.
Kali Linux: Perhaps the most popular penetration testing distribution, Kali is available in various desktop environments, KDE, LXDE, Enlightenment and Xfce. The installation wizard allows you install the distribution in a USB thumbdrive or boot the DVD in forensic mode, meaning that your computer hard drive will not be touched, preserving timestamps and original files. This distribution contains all hacking tools you can wish for.
Security Linux Distributions
The following operating systems have been designed to stop intrusion, resources are separated from each other so that if an attacker gets in he will not be able to escalate and take over the whole machine.
Whonix OS: Debian desktop operating system for advanced anonymity and privacy, Whonix runs inside a virtual machine, this stops malware from spreading into your computer.
This operating system routes everything with Tor to hide your computer IP. The default Whonix configuration is enough to keep you anonymous, even if you don’t know much about computers, nothing has to be changed to remain anonymous on the Internet.
Qubes OS: Highly compartmentalized operating system that runs each application on its own sandbox, it is extremely difficult for malware to spread due to this.
This operating system is highly recommended for those afraid of their computers being infected with malware but if what you are after is anonymization there are better alternatives.
TrueOS: Operating system based on FreeBSD, it does not come with Tor, although it can be installed from the repository, what TrueOS comes with is Geli, a full disk encryption utility with a wizard to fully encrypt your OS during installation.
I added TrueOS for those after something that is not Linux, FreeBSD has a good reputation in security.
Forced password disclosure
In some countries the law forces citizens to give up their passwords under threat of jail (UK, Australia, Iran, etc), if you are at that level of risk, you will be better off running the OS as a live DVD and never installing anything. When something runs in RAM it is not possible to recover the data regardless of threats.
Notice: Operating systems that have not been updated for years have been eliminated from the list because most likely they contain unpatched vulnerabilities.