Most of these have come after he left Aberdeen to test himself in England but his last outing for the Pittodrie side at Hampden is still enough to make the defender wince. He will not be the only one.
That match was the Scottish Cup final in 2000, which Aberdeen lost to Rangers. If that wasn't bad enough, Anderson watched as Jim Leighton, the Pittodrie goalkeeper, lasted less than three minutes before being carried off following a collision with Rod Wallace, the Rangers forward.
It was an anti-climactic final for those connected to the Pittodrie club. Watching Rangers go on to put four goals past Robbie Winters – the striker who volunteered to replace Leighton as there were only three substitutes permitted on the bench at that time – will have been uncomfortable viewing, and remains a frustrating episode in Anderson's career. Admittedly he has had a few of those.
The 33-year-old centre-back spent four injury-blighted years down south before ending exile with a return to his hometown club in January. He expects to be on the bench when Aberdeen return to Hampden to face Hibernian in the semi-finals today, accepting that it is unthinkable that Craig Brown, the club's manager, would break up the successful pairing of Mark Reynolds and Andrew Considine at the heart of the defence.
"From a selfish point of view it hasn't been great that the side has been defending very well," said Anderson. "Mark has come in on loan and settled really well and looks the good player he definitely is, while Andrew has quite rightly won the player of the season award at the club. He has been outstanding since I've come back and you look at Rory McArdle and Clark Robertson at full-back and they've been very impressive in the time I've been back and the defensive record overall has been excellent."
It was en route to that final 12 years ago that Aberdeen defeated Hibs 2-1 in the semi-final, a match which Anderson described as an "obscure Sunday tea-time kick-off and a poor crowd".
"I am realistic if I'm not in the team. I'll accept it and I'm ready to come on if the manager needs me," said Anderson. "Certain managers – I'm not sure if this applies to Craig Brown – will have thought about how well the team has performed in the previous round against Motherwell when making his selection. I think it was one of the best Aberdeen performances I've seen since coming back. That might come into the manager's mind."
His move to Sunderland in a £1m move almost five years ago was disrupted by a series of injury problems as he flitted from Plymouth Argyle to Burnley on loan, before a permanent move to Derby County. However, that, too, was interrupted fitness concerns before he returned to Pittodrie.
"Looking back to the beginning of the season there's no way I thought I'd be back at Aberdeen preparing for a semi-final," he said. "It's quite strange how it has panned out, but I am excited about it and really looking forward to it.
"I'd love to have another shot at a Scottish Cup final but I realise it will be a difficult game for us against Hibs so I don't want to get too carried away and be thinking about the final because that's when you usually fall flat on your face.
"I suppose you can say it has been a surprise that the club hasn't been in a cup final in the last 12 years. We've been close, like last season, when we lost to Celtic in the semi-final, and the one against Queen of the South in 2008 when we lost 4-3. There have been opportunities to get there. We've just fallen one step short."