Q:

Can I create an anonymous, brace-initialized aggregate in C++? 

One can create an anonymous object that is initialized through constructor parameters, such as in the return statement, below. 
struct S {
  S(int i_, int j_) : i(i_), j(j_) { }
  int i, j;
};

S f()
{
  return S(52, 100);
}

int main()
{
  cout << f().i << endl;
  return 0;
}

However, can one similarly create an anonymous aggregate that is initialized with a brace initializer?  For example, can one collapse the body of f(), below, down to a single return statement without an "s?" 
struct S {
  int i, j;
};

S f()
{
  S s = { 52, 100 };
  return s;
}

int main()
{
  cout << f().i << endl;
  return 0;
}

A:

You can't in the current version of C++.  You will be able to in C++ 0x -- I believe anyway.  Of course, it's still open to revision -- at one time I believed you'd be able to specify concepts in C++ 0x, but that's gone...
Edit: The reference would be [dcl.init] (§8.5/1) in N2960.  The most relevant bit is the definition of 'braced-init-list' in the BNF (and the last bit of text, saying that the initialization described in that section can/does apply to return values). 

A:

Not in C++.   But you can in C99, using so-called compound literals:
struct S {
  int i, j;
};

struct S F()
{
  // Valid C99, invalid C++:
  return (struct S){ 52, 100 };
}

[C99: §6.5.2, 6.5.2.5]
[C++98: §5.2.3, 8.5, 12.1, 12.2]
Some C++ compilers provide this as an extension, but it's not legal ISO C++98.   For example, g++ will accept this code by default, but if you compile with the -pedantic option, it will reject it.