Creating an anonymous type dynamically?

Only ExpandoObject can have dynamic properties.

Edit: Here is an example of Expand Object usage (from its MSDN description):

dynamic sampleObject = new ExpandoObject();
sampleObject.TestProperty = "Dynamic Property"; // Setting dynamic property.
Console.WriteLine(sampleObject.TestProperty );
Console.WriteLine(sampleObject.TestProperty .GetType());
// This code example produces the following output:
// Dynamic Property
// System.String

dynamic test = new ExpandoObject();
((IDictionary<string, object>)test).Add("DynamicProperty", 5);
Console.WriteLine(test.DynamicProperty);

You can cast ExpandoObject to a dictionary and populate it that way, then the keys that you set will appear as property names on the ExpandoObject...

dynamic data = new ExpandoObject();

IDictionary<string, object> dictionary = (IDictionary<string, object>)data;
dictionary.Add("FirstName", "Bob");
dictionary.Add("LastName", "Smith");

Console.WriteLine(data.FirstName + " " + data.LastName);