Nameless means having no name — or being too dreadful to name. The two senses sit oddly together.
The plain sense covers anonymity, so a nameless donor and countless nameless victims are both simply unidentified. The other sense is dramatic and is where the word earns its keep, since nameless dread and nameless horrors are frightening precisely because nobody will say what they are. There is a common polite formula in a certain person who shall remain nameless, which is a way of naming somebody without naming them.
Middle English
nameles
English, today
nameless
From Middle English nameles, equivalent to name + -less. Cognate with Dutch naamloos (“nameless”), German namenlos (“nameless”), Danish navnløs (“nameless”), Swedish namnlös (“nameless”), Icelandic nafnlaus (“nameless, anonymous”).
Etymology from Wiktionary, CC BY-SA