Who is Anderon, and what is the relevance to Death?
Anderson is a female Judge, part of Psi Division which means she has psychic abilities (essentially telepathy and a little bit of clairvoyance) and doesn't wear a helmet. The character was originally modelled on Debbie Harry when Brian Bolland (I think) drew her for the first time.
Death can't be killed or captured by conventional means, so Anderson played a major part in his early storylines as her abilities gave the MC1 judges a slight advantage. Can't say much more without getting into spoiler territory...
Is there a graphic novel, probably at least 20 years old, where Dredd pops up in Gotham to hunt Batman, but then they end up working together to defeat Death?
There's four of them altogether. The one you're thinking of is Judgement on Gotham, which others have described above. Batman arrives in MC1 and is almost immediately arrested, stripped of his mask and beaten up by Dredd. He's got there via a dimension-jumping device which Death has used to get to Gotham. Eventually Dredd and Batman team up and go after him. Can't remember much about the 2nd and 3rd ones, but the 4th one (many years later) saw the Joker in MC1...
If you need an introduction then the 'Apocalypse War' remains as good today as it did 30 years ago. (30 years, holy shit )
Yep, classic. That, "OZ", the "Cursed Earth Saga" and "America" are probably the best Dredd collections to have a look at. Or there's the phone-book sized reprints that cover just about every Dredd strip ever published.