Anaphora is a literary device in which a word is repeated at the beginning of successive clauses or sentences. A good example comes from Abraham Lincoln's Second Inaugural Address:
With malice towards none, with charity for all, with firmness in the right ...
Here, the word with is repeated in successive clauses. Lincoln's use of anaphora is intended to drive home the point that he is making, the better to make his message stick in his audience's mind.
Much the same consideration is at work in "An Ancient Gesture" by Edna St. Vincent Millay. There are two examples of anaphora in the poem, the first coming in the opening stanza:
And more than once: you can't keep weaving all day
And undoing it all through the night.
The speaker is referring here to Penelope's practice of weaving during the daytime while waiting for the return of her husband Ulysses and unweaving it at night in an effort to stonewall the suitors, to whom she has promised her hand in marriage once she's finished weaving.
In this particular case, the repetition of the word and heightens the repetitive nature of Penelope's life as she waits for Ulysses to return to Ithaca.
Another example of anaphora comes a couple of lines later:
And along towards morning, when you think it will never be light
And your husband has been gone, and you don't know where, for years.
Once again, the repetition of the word and perfectly reflects the weariness of Penelope's life as she wakes up to yet another morning without her hero husband, ready to burst into tears as there's simply nothing else to do.