As Webby says, it's when a word or group of words are repeated at the beginning of successive clauses.

Examples of Anaphora:

"One ring to rule them all,
One ring to find them,
One ring to bring them all,
And in the darkness bind them." -J.R.R. Tolkien's Lord of the Rings

"So let freedom ring from the prodigious hilltops of New Hampshire.
Let freedom ring from the mighty mountains of New York.
Let freedom ring from the Alleghenies of Pennsylvania
Let freedom ring from the snow-capped Rockies of Colorado.
Let freedom ring from the curvaceous slopes of California.
" - Martin Luther King, Jr., "I Have a Dream"