Well as far as I know there is no official vocaloid anime, maybe you heard people talking about making one or about a fan-made one,but she has appeared in some real animes! "Miku's popularity has expanded enough to have her appearance make cameos in various anime and manga, such as in Zoku Sayonara Zetsubou Sensei, Miku is seen in the auditions of the role of Meru Meru.[39] In the OVA of Lucky Star, Hiiragi Kagami is forced to cosplay as Miku by the power of Konata's wand. [40].She and Rin are in a choir featured in Maria†Holic episode 12. [41] Miku is also seen episode 11 of the anime Baka To Test To Shoukanjuu, in the B class. [42]. A recolored Miku is also seen in episode 9 of MM! at the school festival holding a stick in the shape of a leek. In the anime Usagi Drop, in episode 6 a negi very similar to Miku's can be seen in a shopping bag. Miku also appears in Un-GO, in episode 1." got this info from the wiki http://vocaloid.wikia.com/wiki/Hatsune__Mi­ku

No. Crypton, one of the companies that have made Vocaloids, confirmed in mid-2011 that there will not be a Vocaloid anime. Besides, it would be quite impossible to make an anime out of vocal synthesizers with no set personalities.

My replies are like what the aboves said. :3

It's not exactly an Anime but I read somewhere that Ghibli (you know, the one that produced those amazing movies like Spirited Away and Totoro) will be making a movie based on the Story of Evil. Don't believe me yet, it might just be a rumor.

No, there is no Anime on Vocaloid. But, some people makes fan-made episodes of Vocaloid. I guess that is what you are talking about, the rumor.