Anecdotal reports are classified at the bottom of the recognised hierarchy of evidence that should be used to mould clinical practice, a list that is topped by large randomised clinical trials and systematic reviews. Nevertheless, I have elsewhere argued, in relation to suspected adverse drug reactions and interactions, that there are several important reasons for publishing anecdotes (BMJ 2002;326: 1346). Indeed, nearly a third of the total literature on such reactions is in the form of anecdotal reports, although such reports often fall short of the standard of reportage that they deserve. However, this is not perhaps surprising. Anecdotes were never meant to be published.
The word anecdote comes from the Greek word 
(anekdotos), which means unpublished, or literally “not-out-given” (an-ek-dotos). Originally, the word was used in the neuter plural form, anecdota, meaning “secret, private, or hitherto unpublished narratives or details of history” (Oxford English Dictionary).
When the sixth century gossip Procopius wrote his scurrilous memoirs of life at the court of the Roman emperor Justinian and his wife Theodora (which incidentally includes another form of the giving word, and means “gift of God”), he called them “Anekdota,” which is sometimes translated as “Secret Histories” but which might be better rendered as “Unpublished Gossip.” The title is not as oxymoronic as it appears, for it is unlikely that the memoirs were published until after Procopius had died, and certainly not in Justinian's lifetime.
And so anecdotes, which were originally unpublished, and indeed sometimes unpublishable, became gossipy stories ripe for circulation, and hence any stories, scandalous or not. This reminds me of “confidential,” which in Oxford refers to something you may reasonably tell to a roomful of people, and “strictly confidential,” which refers to something you may tell only one person—at a time.
A collection of gossip was at one time known as an ana. But this word has nothing to do with anecdotes; it comes from the neuter plural form of the Latin suffix-anus, which meant “belonging to.” This survives as a suffix in words such as Victoriana and cricketana.
However, it is not generally appreciated (and not mentioned in the dictionaries) that anekdotos had an anterior meaning in Greek. A dowry is something that is given with a girl who is getting married, from the Greek dotos (granted) via the French douaire. And anekdotos meant “not given in marriage,” usually, in the feminine form 
(anekdote), referring to a girl; in other words, one who has not been betrothed. Which may reflect the anecdote's position at the bottom of the evidence hierarchy.
Finally, an anekdotos was also a secret remedy. Perhaps one that had a lot of adverse effects?
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