I was told that unless they were grown in Hatch, NM they could not be called Hatch and that Anaheim's were just a slightly different version of a hatch. But like Rick in Casablanca, I may have been misinformed.
I did some googling...
They are the same pepper but have different flavors.
Anaheim peppers came to the US (California) from Mexico.
When they started growing them in the Hatch, New Mexico area the flavor changed due to soil and climate differences.
The Anaheim peppers you buy in the produce section are most likely from California or Mexico.
What the flavor difference is, I don't know.
I might have to find some Anaheim peppers and roast them to see what the taste difference is compared the the Hatch Chilies.