I would defer to the extant answer, only to adapt its item 2 to your potentially narrower question. Matt S is somewhat glib here, in that there would be something in theories without [manifest, overt] gauge fields. In low energy effective hadron theories with anomalous chiral s.broken symmetry, the (4d) WZW sigma model term does the trick of providing the r.h.side to the divergence of the anomalous current.
If a Martian landed here and talked to a low energy data-analyzer without the benefit of a theorist (who'd know about anomaly consistency conditions and the like), and were curious about couplings such as KKπππ inaccessible through the standard chiral model, he might be then be served the WZW term of the effective theory that provides it. Where? he might ask.
The earthling would point to the leading term of the WZW term of low energy physics, silent about how it was produced,
lacking manifest gauge fields,
$$
\frac{2N_c}{15\pi^2f^5}\int_{S^4} d^4x ~ \epsilon^{\mu\nu\kappa\lambda} \operatorname {Tr} (\pi \partial_\mu \pi \partial_\nu \pi \partial_\kappa \pi \partial_\lambda \pi),
$$
the πs being are SU(3) flavor octet axial-goldstons, $\pi\equiv \pi^i \lambda^i/2$ with their adjoint eightfold-way indices compacted into flavor Gell-Mann matrices.
These 8 goldstons shift under the 8 sbroken axial transformations,
$$
\delta_{\theta_A } \pi\propto \theta_A ~ v_{\chi SB} + ...
$$
with higher order goldston pieces.
He'd immediately see, to leading order in goldston fields, axial invariance for a hyperspherical closed boundary, since the only surviving variation of the lagrangian would be the constant underived term inside the trace, so the lagrangian would be a surface term, vanishing on the closed hyperspherical boundary.
So... what is the axial current octet corresponding to these shifts? He'd compute an extra piece beyond the standard linear one,
$$
\theta_A\cdot J_{A\mu}=\frac{-8N_c}{15\pi^2f^5} \epsilon^{\mu\nu\kappa\lambda} \operatorname {Tr}(\theta_A ~\pi \partial_\nu \pi \partial_\kappa \pi \partial_\lambda \pi ),
$$
diverging to
$$
\partial^\mu (\theta_A\cdot J_{A\mu})=\frac{-8N_c}{15\pi^2f^5} \epsilon^{\mu\nu\kappa\lambda} \operatorname {Tr}(\theta_A ~\partial_\mu\pi \partial_\nu \pi \partial_\kappa \pi \partial_\lambda \pi ).
$$
The r.h.side is non-vanishing, without manifest gauge fields, and (behold!) a total divergence, so, then, a surface term. Without manifest extraneous gauge fields. It leads with a quadrilinear term, but of course higher orders
cannot help comporting with the pattern. That is, as the answer above indicates, the anomaly is a feature of the functional integral transformation structure and not of the extraneous handles that latch on to the relevant currents.