In C# 3.0 you can use Expression to create a class with the following syntax:
var exp = Expression.New(typeof(MyClass));
var lambda = LambdaExpression.Lambda
You're close, but you have to be aware that anonymous types don't have default constructors. The following code prints { Name = def, Num = 456 }:
Type anonType = new { Name = "abc", Num = 123 }.GetType();
var exp = Expression.New(
anonType.GetConstructor(new[] { typeof(string), typeof(int) }),
Expression.Constant("def"),
Expression.Constant(456));
var lambda = LambdaExpression.Lambda(exp);
object myObj = lambda.Compile().DynamicInvoke();
Console.WriteLine(myObj);
If you don't have to create many instances of this type, Activator.CreateInstance will do just as well (it's faster for a few instances, but slower for many). This code prints { Name = ghi, Num = 789 }:
Type anonType = new { Name = "abc", Num = 123 }.GetType();
object myObj = Activator.CreateInstance(anonType, "ghi", 789);
Console.WriteLine(myObj);