When generating Java from an XSD via the XJC compiler, I always get the type java.lang.String for elements with anonymous simpleTypes like this:
I had a very similar question, I asked on the JAXB mailing list and got this fairly helpful response (haven't had time to try it out though)
edit: if you're talking about automatically generating the enum class, rather than just automatically mapping to an enum class you write yourself, I would think that you could write a java class that would parse the schema file and autogenerate the java code for that enumeration. (then run that java class whenever you call xjc)