If the Anchor babys parents were U.S. citizens who moved to Mexico or held a dual citizenship then the Anchor baby is in fact a natural born
citizen.
If the parents were U.S. citizens, the baby would not need to serve as an "anchor" for anyone -- hence, the baby would not be an "anchor baby."
If said parents were naturalized, then by oath they cannot have duel citizenship.
*"I hereby declare, on oath, that I absolutely and entirely renounce and abjure all allegiance and fidelity to any foreign prince, potentate, state or sovereignty, of whom or which I have heretofore been a subject or citizen; that I will support and defend the Constitution and laws of the United States of America against all enemies, foreign and domestic; that I will bear true faith and allegiance to the same; that I will bear arms on behalf of the United States when required by the law; that I will perform noncombatant service in the armed forces of the United States when required by the law; that I will perform work of national importance under civilian direction when required by the law; and that I take this obligation freely without any mental reservation or purpose of evasion; so help me God."