"Rhapsody on a Windy Night" uses anaphora intermittently throughout. It occurs in lines 14, 15, 16, 47, 48, 52, 53, and 54 (and also in 66, 67 and 68, but these use polysyndeton specifically).
In the first half of the second stanza, the anaphora helps carve out the prominent role for the street lamp in the poem. Each line insists on the street lamp's existence and ability to talk, emphasizing its personification. It also creates a slightly sing-songy, nursery rhyme sound that is at odds with the actual content of the poem and is therefore quite unnerving. Lines 47 and 48 serve a similar function, bringing the "sputtering" and "muttering" back once more. This repetition of the repetition creates a sense of ritual, as though the street lamp has to sputter and mutter in order to take on the ability to communicate with the speaker (of course, the lamp can also be interpreted as an expression of the speaker's mind itself).
In the sixth stanza, the anaphora adds to the image of the moon's as a faded glory, both in terms of beauty and memory. The anaphora in lines 52, 53, 54—"she winks," "she smiles," "she smoothes"—creates a very simple grammatical structure as the lamp outlines the moon's actions. The moon is illuminating the world, but her light is "feeble" as she does so. The next line reveals that the moon has lost her memory, which casts these previous steps in an almost pathetic light—the pitiful attempts of the moon to illuminate the world even as she herself is lost in darkness. The anaphora helps create the sense that the moon is struggling even with her common actions—and this, in turn, foreshadows the speaker's struggle to go on with the mundanities of life in the poem's ending.