In Java you can define a new class inline using anonymous inner classes. This is useful when you need to rewrite only a single method of the class.
Suppose that you
Java uses anonymous classes mostly to imitate closures or simply code blocks. Since in Python you can easily pass around methods there's no need for a construct as clunky as anonymous inner classes:
def printStuff():
print "hello"
def doit(what):
what()
doit(printStuff)
Edit: I'm aware that this is not what is needed in this special case. I just described the most common python solution to the problem most commonly by anonymous inner classes in Java.