Surprise, surprise - Sony is blaming Anonymous for its PSN data breach.
Sony and Anonymous have a history, mainly around the George Hotz Playstation 3 jailbreaking lawsuit. Anonymous threatened action against Sony as a result of the lawsuit, so it could be plausible that Anonymous conducted the attack. However, it seems like a very convenient excuse for Sony to blame Anonymous. Anonymous has historically differentiated between causing havoc and committing theft - they are more content to break things and cause inconvenience rather than engage in outright crime. Anonymous is far from any kind of formal organization, so it is possible that one or more Anonymous members could have conducted the attack. My overall impression though is Sony is trying to quickly find a bogeyman to deflect attention away from its poor security and handling of the attack.