The word "anatomy" can also carry overtones implying a kind of dissection -- an in-depth look to determine the causes of the death of something. To the extent that the American dreamed seemed to be dying at the time Miller wrote, Death of a Salesman can be seen as an "anatomy" in this sense.
The term "anatomy" may also be relevant to the play in the senses suggested here: http://www.britannica.com/EBchecked/topic/23093/anatomy
The word "anatomy" in this sense means an in depth examination or analysis. Therefore the suggestion is that the play examines or analyzes what came to be known as the American dream as it stood in that period of time. If it is agreed that the definition of the American dream at that time included a house in the suburbs (which didn't exist until after WWII); a steady, dependable and lucrative job (which was much harder to come by before the end of WWII); and a prosperous family that could pursue ambitions that stemmed from interests and passions instead of pursuing...
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