Have a word with your local scrap man, Im sure he will find something suitable.
Recycling specialist, please!
Seriously, that's good advice. Most scrap merchants will be only too pleased to get rid of heavy lumps of steel because they're too thick to go through their metal chewing machinery. Don't let them fleece you for it though, they have that kind of reputation. Scrap steel fetches anything between practically nothing and about 100 quid per tonne depending on the state of the economy. I bought a lovely anvil from the local scrap merchant for 40 quid. Best 40 quid I ever spent. It weighs about 400lb, you can really build up your arm muscles trying to bend it.
You could also try looking in the Yellow Pages for local fabrication shops, try to find a firm that makes heavy duty stuff. They will have guillotines that can cut through two inch steel plate as easily as you cut through paper with a pair of scissors. Ask to look in their scrap bin (it will be a big skip somewhere in the yard) and if you find a bit that's a bit too heavy they might even offer to chop it up into manageable sizes for you.
For these purposes you don't really need to worry about steel's metallurgy, you just need as big a lump of steel as you can reasonably lug about if you're going to. You could drill and bolt several pieces together if you wanted to make it more easily portable, you could make a stand that way too. Some smaller anvils come with a chunky stand.
A lot of engineering companies go bankrupt every year, check out the auctioneers and ask for a catalogue. You could end up with a real beauty of a small anvil for next to nothing if you're lucky, but it really is down to luck on the day. For things like this it's best to treat is as a bit of fun -- mooch around waiting for a good opportunity rather than treating it as a shopping expedition. Don't get sucked into a bidding war.
People are right to say that cast iron is no good, it's far too brittle and could be dangerous because bits can fly off like shrapnel. The same goes for some hammer heads, don't hit two hammers together if they're cast. If you use a sledgehammer head be careful that it's forged and not cast iron for the same reason. Protective gear is advisable, especially for the eyes and ears.